Search for dissertations about: "Panel-data"

Showing result 1 - 5 of 193 swedish dissertations containing the word Panel-data.

  1. 1. Essays on Fiscal Policy, Private Consumption and Non-Stationary Panel Data

    Author : Kristian Jönsson; Nationalekonomiska institutionen; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; ekonomiska system; ekonomisk politik; economic systems; economic theory; econometrics; Economics; Cross-Sectional Dependence; Output Convergence; Unit Root; Stationarity; Panel Data; Government Consumption; Non-Keynesian Effects; Private Consumption; economic policy; Nationalekonomi; ekonometri; ekonomisk teori; Fiscal Policy;

    Abstract : In the first essay of this thesis, we examine whether the effects of fiscal expansions and contractions exert a symmetric influence on the relationship between fiscal policy and private consumption. Our results indicate a considerable asymmetry across fiscal expansions and contractions. READ MORE

  2. 2. Non-linear dynamic modelling for panel data in the social sciences

    Author : Shyam Ranganathan; David JT Sumpter; Oliver Johnson; Uppsala universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Dynamical systems; stochastic models; Bayesian; panel data; social sciences; development; Mathematics with specialization in Applied Mathematics; Matematik med inriktning mot tillämpad matematik;

    Abstract : Non-linearities and dynamic interactions between state variables are characteristic of complex social systems and processes. In this thesis, we present a new methodology to model these non-linearities and interactions from the large panel datasets available for some of these systems. READ MORE

  3. 3. Understanding Individuals' Learning and Decision Processes in a Changing Environment by Using Panel Data

    Author : Nursitihazlin Ahmad Termida; Yusak Susilo; Joel Franklin; Kiron Chatterjee; KTH; []
    Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Behavioural responses; seasons; panel data; travel diary; activity-travel pattern; theory of planned behaviour; space-time constraint; changing environment; tram; Stockholm; Transportvetenskap; Transport Science;

    Abstract : When a new transport service is introduced, people have to learn and familiarize themselves with the new service before they decide to adopt it. These processes are developed over time, thus produce dynamics in individuals’ behavioural responses towards the service. This affects the demand of the new service, thus affect revenues. READ MORE

  4. 4. A Factor Analytical Approach to Dynamic Panel Data Models

    Author : Milda Norkute; Nationalekonomiska institutionen; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Dynamic panel data models; Factor analytical method; Bias; Incidental trends; MA errors; Factor-GMM;

    Abstract : This thesis deals with the development and application of new estimation approaches based on factor analysis for estimation and inference in dynamic panel data models with fixed-effects. A new factor analytical method (FA) for the estimation of fixed-effects dynamic panel data models is proposed in Bai ("Fixed-Effects Dynamic Panel Models, A Factor Analytical Method". READ MORE

  5. 5. Essays on Panel Data with Multidimensional Unobserved Heterogeneity

    Author : Yana Petrova; Nationalekonomiska institutionen; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Econometrics; Factor-Augmented Panel Regression; Interactive Effects; Unknown Factors; CCE Estimation; Principal Components;

    Abstract : This thesis contributes to econometric methodology in terms of estimation and inference in static panel data models with unobserved multidimensional heterogeneity. When not properly accounted for, unobserved heterogeneity may introduce bias into the parameter estimates associated with covariates of interest, such as treatment indicators or determinants of macroeconomic indicators. READ MORE