Search for dissertations about: "Forecasting with Dynamic Panel Data Models"

Found 3 swedish dissertations containing the words Forecasting with Dynamic Panel Data Models.

  2. 1. Mostly Panel Econometrics : Essays on Asymptotic Analysis and Enhanced Inference

    Author : Ovidijus Stauskas; Joakim Westerlund; Ignace De Vos; Milda Norkute; Nationalekonomiska institutionen; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Econometrics; Panel Data; Factor Models; Bootstrap; Forecasting; Non-Stationary Data; Common Correlated Effects; CCE;

    Abstract : This thesis consists of five chapters which focus on panel data theory. Four of them analyze explicit panel data models and one chapter deals with time series forecasting model, where external panel data help us estimate unobserved explanatory variables. READ MORE

  4. 2. Passengers’ choices in multimodal public transport systems : A study of revealed behaviour and measurement methods

    Author : Ulrik Berggren; Trafik och väg; []
    Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Public transport; Travel behaviour; Revealed preferences; Travel survey;

    Abstract : The concept of individual choice is a fundamental aspect when explaining and anticipating behavioural interactions with, and responses to, static and dynamic travel conditions in public transport (PT) systems. However, the empirical rounding of existing models used for forecasting travel demand, which itself is a result of a multitude of individual choices, is often insufficient in terms of detail and accuracy. READ MORE

  5. 3. On price formation and quantity adjustment in Swedish housing markets

    Author : Katinka Hort; Uppsala universitet; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Economics; Nationalekonomi; Economics; Nationalekonomi; nationalekonomi; Economics;

    Abstract : This thesis consists of four essays on price formation and quantity adjustment in Swedish markets for owner-occupied houses.Essay I: As a means of describing the time-series behaviour of single-family house prices, univariate forecasting equations are estimated by seemingly unrelated regression techniques using data for 20 urban areas over the period 1967-92. READ MORE