Search for dissertations about: "Econometric theory"

Showing result 1 - 5 of 45 swedish dissertations containing the words Econometric theory.

  2. 1. 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

  4. 2. 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

  5. 3. Valuing environmental benefits using the contingent valuation method : an econometric analysis

    Author : Bengt Kriström; Umeå universitet; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; environmental benefits; contingent valuation; econometrics; discrete response data; continuous and discrete valuation questions; cost-benefit analysis;

    Abstract : The purpose of this study is to investigate methods for assessing the value people place on preserving our natural environments and resources. It focuses on the contingent valuation method, which is a method for directly asking people about their preferences. READ MORE

  6. 4. Reaction patterns of the Swedish economy : an econometric analysis

    Author : Efthimios Kottas; Stockholms universitet; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

    Abstract : The objective of the study is to analyze the reaction patterns of the Swedish economy using amacroeconometric model.The model constructed and estimated for this purpose is a medium-size, quarterly, nonlinear modeland consists of 241 equations, 90 of which are estimated or constructed behavioral equations and therest identities or definitional equations. READ MORE

  7. 5. Five contributions to econometric theory and the econometrics of ultra-high-frequency data

    Author : Mika Meitz; Handelshögskolan i Stockholm; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

    Abstract : .... READ MORE