Search for dissertations about: "Econometric models"

Showing result 1 - 5 of 75 swedish dissertations containing the words Econometric models.

2. 1. Papers on Econometric Models

   Author : Evert Carlsson; Göteborgs universitet; []
   Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Macroeconometric; CIR; Options; Multicollinear; Inequality;

   Abstract : Paper 1: Statistisk Tidskrift: The use of Macro-econometric models The first paper discusses the Gothenburg University Econometric System Study -GUESS model. The model was very dependent on the experience from the work on the STEP model of Ettlin and Lybeck. READ MORE

4. 2. Essays on Econometric Theory

   Author : Peter Jochumzen; Nationalekonomiska institutionen; []
   Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; economic theory; econometrics; Economics; measure of fit; unemployment insurance; non proportionality; stochastic frontier production function; diffusion of technology; Duration analysis; economic systems; economic policy; Nationalekonomi; ekonometri; ekonomisk teori; ekonomiska system; ekonomisk politik;

   Abstract : This dissertation contains a variety of contributions to econometric theory. Broadly speaking, econometrics may be categorized depending on what type of data is being analyzed, the two main categories being time series data and cross sectional data. A third category is panel data, combining cross sectional data observed over time. READ MORE

5. 3. Nonlinear dynamics and smooth transition models

   Author : Andrés González Gómez; Handelshögskolan i Stockholm; []
   Keywords : NATURVETENSKAP; NATURAL SCIENCES;

   Abstract : During the last few years nonlinear models have been a very active area of econometric research: new models have been introduced and existing ones generalized. To a large extent, these developments have concerned models in which the conditional moments are regime-dependent. READ MORE

6. 4. Essays on human capital & econometric methods

   Author : Andrew Proctor; Handelshögskolan i Stockholm; []
   Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

   Abstract : This doctoral thesis in Economics consists of four self-contained chapters.“Did the apple fall far from the tree?” examines the interaction of uncertain-ty and learning about ability with family background in the determination of human capital decisions. READ MORE

7. 5. On estimation in econometric systems in the presence of time-varying parameters

   Author : Kurt Brännäs; Umeå universitet; []
   Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Econometric systems; time-varying parameters; Kalman filtering; stochastic regressors; unknown transition matrix; robustness; simulation;

   Abstract : Economic systems are often subject to structural variability. For the achievement of correct structural specification in econometric modelling it is then important to allow for parameters that are time-varying, and to apply estimation techniques suitably designed for inference in such models. READ MORE