Search for dissertations about: "random effects model with panel data"
Showing result 1 - 5 of 15 swedish dissertations containing the words random effects model with panel data.
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1. Essays on Fiscal Policy, Private Consumption and Non-Stationary Panel Data
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
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2. Bayesian time series and panel models : unit roots, dynamics and random effects
Abstract : This thesis consists of four papers and the main theme present is dependence, through time as in serial correlation, and across individuals, as in random effects. The individual papers may be grouped in many different ways. READ MORE
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3. Essays on Immigrants' Economic Integration
Abstract : This thesis consists of five papers, related to each other in terms of study-sample, study-subject or methods used. The first paper is concerned with second-generation immigrants' educational attainments, using the Longitudinal Individual Data-set (LINDA), which gave us the possibility to examine changes over time, from ages 16-17 to 21-22 and to compare second-generation immigrants with a randomly-chosen matched control-group of native Swedes. READ MORE
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4. Essays on Microeconometrics and Immigrant Assimilation
Abstract : Paper I. Asymptotic bias reduction for a conditional marginal effects estimator in sam- ple selection models. In this article we discuss the di¤erences between the average marginal effect and the mar- ginal effect of the average individual in sample selection models, estimated by the Heck- man procedure. READ MORE
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5. Random Models in Time and Space with Financial, Economics and Engineering Applications : Structural Covariance in Space and Stochastic Variability in Time
Abstract : In this thesis, we model stochastic processes in time and space. We focus on the processes whose covariance structure is either changing over the time span, or depends on the location in space. We develop models that appropriately describe and analyze such data behaviors in various different fields including finance, economics and engineering. READ MORE