Search for dissertations about: "Misspecification testing"
Showing result 1 - 5 of 9 swedish dissertations containing the words Misspecification testing.
-
1. Some aspects of statistical inference in systems of equations
Abstract : The objective of this thesis is to develop a strategy for statistical/econometric inferences applicable to systemwise testing of econometric models. A common deficiency in many applied econometric studies is the absence of statistical diagnostic testing. READ MORE
-
2. Essays on nonlinear time series modelling och hypothesis testing
Abstract : There seems to be a common understanding nowadays that the economy is nonlinear. Economic theory suggests features that can not be incorporated into linear frameworks, and over the decades a solid body of empirical evidence of nonlinearities in economic time series has been gathered. READ MORE
-
3. Four Essays on Building Conditional Correlation GARCH Models
Abstract : This thesis consists of four research papers. The main focus is on building the multivariate Conditional Correlation (CC-) GARCH models. In particular, emphasis lies on considering an extension of CC-GARCH models that allow for interactions or causality in conditional variances. READ MORE
-
4. Four essays on the econometric modelling of volatility and durations
Abstract : The thesis "Four Essays on the Econometric Modelling of Volatility and Durations" consists of four research papers in the area of financial econometrics on topics of the modelling of financial market volatility and the econometrics of ultra-high-frequency data. The aim of the thesis is to develop new econometric methods for modelling and hypothesis testing in these areas. READ MORE
-
5. Integrated Modeling of Glucose and Insulin Regulation Following Provocation Experiments
Abstract : Blood glucose is controlled by a complex system of insulin and other hormones to assure a constant supply of glucose to the tissues. Type 2 diabetes is a metabolic disorder which is characterized by progressively worsening glycemic control due to a relative deficiency of insulin secretion and a decreased response to insulin. READ MORE