Search for dissertations about: "Panel cointegration"
Showing result 1 - 5 of 16 swedish dissertations containing the words Panel cointegration.
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1. Essays on Panel Cointegration
Abstract : This thesis develops new techniques for analyzing cointegrated relationships in panel data. The first chapter is introductory while the remaining six contain the main contributions. READ MORE
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2. Testing and Applying Cointegration Analysis in Macroeconomics
Abstract : This thesis focuses on empirical applications and tests of macroeconomic theories. It consists of three fairly distinct essays, bound together by the common theme of the use of cointegration analysis in the empirical macroeconomic analysis. The first chapter is an introductory chapter, while chapter two, three and four contain the three essays. READ MORE
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3. On Bootstrap Evaluation of Tests for Unit Root and Cointegration
Abstract : This thesis is comprised of five papers that all relate to bootstrap methodology in analysis of non-stationary time series.The first paper starts with the fact that the Dickey-Fuller unit root test using asymptotic critical value has bad small sample performance. READ MORE
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4. The Analysis of Duration and Panel Data in Economics
Abstract : This thesis is divided into two distinct parts. The first part contains three chapters dealing with the analysis of duration data from an econometric perspective and with application to trade durations. READ MORE
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5. On the weightless economy: Evaluating ICT sectors in the European, Asian and African regions
Abstract : One of the most distinctive characteristics of the weightless economy is the increasingly important role of the Information and Communication Technology (ICT) sectors, which, according to the OECD (2009), consist of ICT products and media and content products. The ICT sectors have been identified as contributing significantly to the economy through production, measured by the value of the ICT outputs produced and the spillover effects to the other sectors, and the diffusion due to the higher penetration rate of ICT products and services and the impact of the end-users. READ MORE