Search for dissertations about: "instrumental variable"

Showing result 6 - 10 of 64 swedish dissertations containing the words instrumental variable.

  1. 6. Indirect System Identification for Unknown Input Problems : With Applications to Ships

    Author : Jonas Linder; Martin Enqvist; Fredrik Gustafsson; Alexandre Sanfelice Bazanella; Linköpings universitet; []
    Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; System identification; Model structure; Unknown inputs; Indirect input measurements; Physical models; Instrumental variable; Closed loop; Graybox model; Identifiability; Ship; Marine vessel; Operational safety; Inertial measurement unit;

    Abstract : System identification is used in engineering sciences to build mathematical models from data. A common issue in system identification problems is that the true inputs to the system are not fully known. In this thesis, existing approaches to unknown input problems are classified and some of their properties are analyzed. READ MORE

  2. 7. Analysis of Some Methods for Identifying Dynamic Errors-in-variables Systems

    Author : Mei Hong; Torsten Söderström; Magnus Jansson; Uppsala universitet; []
    Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; system identification; errors-in-variables; least squares; instrumental variable; maximum likelihood; bias compensated least squares; bias eliminating least squares; Frisch scheme; higher-order statistics; accuracy analysis; periodic data; Signal processing; Signalbehandling;

    Abstract : A system where errors or noises are present on both the inputs and the outputs is called an errors-in-variables (EIV) system. EIV systems appear in industrial and agricultural processes, medical sciences, economical systems, biotechnology, as well as in many other areas. READ MORE

  3. 8. Essays on Growth, Political Economy and Development

    Author : Abdulaziz B. Shifa; Per Krusell; Jakob Svensson; Kjetil Storesletten; Stockholms universitet; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Growth; human capital transfer; productivity; catch-up; Urban bias; rural poverty; dictatorship; Agricultural growth; manufacturing growth; instrumental variable; Economics; nationalekonomi;

    Abstract : This thesis has three self-contained articles.Economic growth and trade in human capital: A salient empirical pattern in the East Asian “miracle” is a large increase in output and factor accumulation despite  only a modest increase in TFP. I develop and calibrate a model of growth and catch-up to provide a possible explanation. READ MORE

  4. 9. Continuous-time System Identification : Refined Instrumental Variables and Sampling Assumptions

    Author : Rodrigo A. González; Cristian R. Rojas; Marion Gilson-Bagrel; KTH; []
    Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; System identification; Continuous-time systems; Refined instrumental variables; band-limited signals; Electrical Engineering; Elektro- och systemteknik;

    Abstract : Continuous-time system identification deals with the problem of building continuous-time models of dynamical systems from sampled input and output data. There are two main approaches in this field: indirect and direct. In the indirect approach, a suitable discrete-time model is first determined, and then it is transformed into continuous-time. READ MORE

  5. 10. Essays on Macroeconomics, Monetary Policy and Firm Heterogeneity

    Author : Claire Thürwächter; Per Krusell; Timo Boppart; Mathias Klein; Stockholms universitet; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Macroeconomics; Monetary Economics; Monetary Policy Transmission; Firm Heterogeneity; Investment Frictions; High-frequency Identification; Granular Instrumental Variable; Corporate Debt; Corporate Leverage; Economics; nationalekonomi;

    Abstract : Firm Heterogeneity and Monetary Policy TransmissionThis paper studies sources of heterogeneity in the response of firm investment to monetary policy. I estimate firm-level semi-elasticities of investment to plausibly exogenous changes in interest rates for a comprehensive firm-level dataset for ten euro area countries. READ MORE