Search for dissertations about: "Exact factor model"

Showing result 1 - 5 of 44 swedish dissertations containing the words Exact factor model.

2. 1. Likelihood-Based Panel Unit Root Tests for Factor Models

   Author : Xingwu Zhou; Johan Lyhagen; Joakim Westerlund; Uppsala universitet; []
   Keywords : NATURVETENSKAP; NATURAL SCIENCES; Panel unit root; Exact factor model; Dynamic factor model; Maximum likelihood; Principal components; Lagrange multiplier;

   Abstract : The thesis consists of four papers that address likelihood-based unit root tests for panel data with cross-sectional dependence arising from common factors.In the first three papers, we derive Lagrange multiplier (LM)-type tests for common and idiosyncratic unit roots in the exact factor models based on the likelihood function of the differenced data. READ MORE

4. 2. Likelihood-Based Tests for Common and Idiosyncratic Unit Roots in the Exact Factor Model

   Author : Martin Solberger; Rolf Larsson; Johan Lyhagen; Jean-Pieree Urbain; Uppsala universitet; []
   Keywords : panel unit root; dynamic factors; maximum likelihood; Lagrange multiplier; likelihood ratio; factor analysis; Statistics; Statistik;

   Abstract : Dynamic panel data models are widely used by econometricians to study over time the economics of, for example, people, firms, regions, or countries, by pooling information over the cross-section. Though much of the panel research concerns inference in stationary models, macroeconomic data such as GDP, prices, and interest rates are typically trending over time and require in one way or another a nonstationary analysis. READ MORE

5. 3. Essays on total factor productivity (TFP)

   Author : Pontus Mattsson; Jonas Månsson; Lars Behrenz; Linnéuniversitetet; []
   Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; conditional difference-in-difference cDID ; Data Envelopment Analysis DEA ; District courts; Malmquist index; subsidized employment; Total factor productivity TFP ; Törnqvist TFP index; Economics; Nationalekonomi;

   Abstract : This thesis consists of two self-contained empirical essays. Essay I investigates the impact of labor subsidies on TFP, and profit per employee is included as a second outcome. Coarsened exact matching (CEM) is performed on the key variables. After matching, a difference-in-difference (DID) model is applied. READ MORE

6. 4. Exact inference in Bayesian networks and applications in forensic statistics

   Author : Ivar Simonsson; Chalmers tekniska högskola; []
   Keywords : NATURVETENSKAP; NATURAL SCIENCES; forensic statistics; familial relationship inference; Bayesian networks; variable elimination; exact inference; mutation models;

   Abstract : Bayesian networks (BNs) are commonly used when describing and analyzing relationships between interacting variables. Approximate methods for performing calculations on BNs are widely used and well developed. READ MORE

7. 5. Cholinergic and dopaminergic aspects of dementia in Parkinson's disease: postmortem neuropathological findings and modeling of cognitive dysfunction in rodents

   Author : Helene Hall; Brain Repair and Imaging in Neural Systems (BRAINS); []
   Keywords : MEDICIN OCH HÄLSOVETENSKAP; MEDICAL AND HEALTH SCIENCES; alpha-synuclein; animal model; choline acetyltransferase; cholinergic neurons; cognition; dementia; dopaminergic neurons; Lewy bodies; Parkinson s disease; magnetic resonance spectroscopy;

   Abstract : Motor symptoms are currently considered the first clinical hallmark of Parkinson’s disease (PD). They develop as a result of dopamine loss in the striatum, subsequent to the progressive neurodegeneration of dopamin- ergic neurons in the substantia nigra. READ MORE