Search for dissertations about: "residual-based"

Showing result 1 - 5 of 8 swedish dissertations containing the word residual-based.

  1. 1. Common Features in Vector Nonlinear Time Series Models

    Author : Dao Li; Sune Karlsson; Kenneth Carling; Thomas Holgersson; Högskolan Dalarna; []
    Keywords : NATURAL SCIENCES; NATURVETENSKAP; NATURVETENSKAP; NATURAL SCIENCES; Nonlinearity; Time series; Econometrics; Smooth transition; Common features; Cointegration; Forecasting; Residual-based; PPP.; Complex Systems – Microdata Analysis; Komplexa system - mikrodataanalys; nonliearity; time series; econometrics; smooth transition; common features; cointegration; forecasting; residual-based; ppp; Statistics; Statistik;

    Abstract : This thesis consists of four manuscripts in the area of nonlinear time series econometrics on topics of testing, modeling and forecasting nonlinear common features. The aim of this thesis is to develop new econometric contributions for hypothesis testing and forecasting in these area.Both stationary and nonstationary time series are concerned. READ MORE

  2. 2. Essays on Panel Cointegration

    Author : Joakim Westerlund; Nationalekonomiska institutionen; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Nationalekonomi; ekonometri; ekonomisk teori; ekonomiska system; ekonomisk politik; Cross-Sectional Dependence; Common factor restriction; Feldstein-Horioka Puzzle; Fisher Hypothesis; economic policy; economic theory; economic systems; Economics; econometrics; Structural Break.; Sieve Bootstrap; Information Criteria; Residual-Based Cointegration Test; Panel Cointegration; Monte Carlo Simulation; Model Selection; International R D Spillovers; International Health Care Expenditures;

    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

  3. 3. An adaptive finite element method for the compressible Euler equations

    Author : Murtazo Nazarov; Johan Hoffman; Mats Larsson; KTH; []
    Keywords : ;

    Abstract : This work develops a stabilized finite element method for the compressible Euler equations and proves an a posteriori error estimate for the approximated solution. The equations are approximated by the cG(1)cG(1) finite element method with continuous piecewise linear functions in space and time. READ MORE

  4. 4. On A Posteriori Error Estimation in the Maximum Norm

    Author : Mats Boman; Göteborgs universitet; Göteborgs universitet; Gothenburg University; []
    Keywords : ;

    Abstract : In this thesis we consider residual-based a posteriori error estimates in the maximum norm for the finite element solution of some partial differential equations. The thesis consists of three papers. The first paper concerns a pointwise a posteriori error estimate for the time dependent obstacle problem. READ MORE

  5. 5. Some Aspects of Propensity Score-based Estimators for Causal Inference

    Author : Ronnie Pingel; Johan Lyhagen; Theis Lange; Uppsala universitet; []
    Keywords : NATURAL SCIENCES; NATURVETENSKAP; NATURVETENSKAP; NATURAL SCIENCES; correlation; treatment effect; inverse probability weighting; local linear estimator; matching; multicollinearity; observational study.; Statistics; Statistik;

    Abstract : This thesis consists of four papers that are related to commonly used propensity score-based estimators for average causal effects.The first paper starts with the observation that researchers often have access to data containing lots of covariates that are correlated. READ MORE