Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
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Showing 1 to 20 of 164 for “"Econometric models"”.
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Specification testing of spatial econometric models
Submission original under an indefinite embargo labeled 'Open Access'. The submission was exported from vireo on 2024-09-16 without embargo terms
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Essays on Econometric Models of Relative Prices
The first chapter addresses the degree to which models which exhibit nonlinear mean reversion, such as the smooth transition autoregressive model, present a resolution to the purchasing power parity puzzle (see Rogoff, 1996). A key contribution of this paper is the development of a method of …
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Use of optimal feedback for econometric models
Thesis. 1976. M.S.--Massachusetts Institute of Technology. Dept. of Electrical Engineering and Computer Science.
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Econometric models of eleven single family housing markets
Thesis (M.S.)--Massachusetts Institute of Technology, Dept. of Urban Studies and Planning, 1989.
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Essays on structural changes in high dimensional econometric models
… testing structural changes in high dimensional econometrics models. These essays are based on three working papers joint with Prof. Badi Baltagi and Prof. Chihwa Kao. The first essay considers estimating the date of a single common change in the regression coefficients of a heterogeneous large N …
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Selected Econometric Models of Social Capital Formation in New Zealand
… activities. It uses both probit and tobit models to estimate the impact of social infrastructure expenditure on social capital formation. The results imply that the links between social capital, demographic characteristics, human capital, geography and public social infrastructure …
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A comparison of structural and non-structural econometric models in the Toronto office market
This thesis aims to compare five systems of econometric equations to describe the Toronto office market. It compares four structural systems differing in their demand equations and a non-structural system that does not require predefined relationships to exist between variables. Within the …
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Econometric models of Western Canada crop acreage demand and yield response under risk and uncertainty
… demands are estimated by employing duality models and allowing risk aversion. Econometric results are presented for a four-crop model using level and first differenced data. Estimates for models incorporating risk aversion generally have more significant coefficients for expected revenues or …
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Does the inclusion of climate variables improve tourism demand forecasting performance?
… whether incorporating climate variables in econometric and combination forecasting models can improve tourism demand forecasting performance. Climate conditions are important tourism resources which can influence tourists’ decision as to when and where to travel, however, our understanding …
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A methodology for assessing the feasibility of riparian-based irrigation systems
… under a given set of conditions in Virginia. Econometric models developed by Taylor, et al. (1985) were used to conduct the economic analysis. Econometric models for various ranges for center pivot, traveling gun, big gun, and portable pipe irrigation systems were utilized in the procedure. …
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Tests for parameter constancy in dynamic and non-Gaussian models
… parameter constancy in dynamic and non-Gaussian econometric models are studied. The emphasis of this dissertation is given to the moving-estimates (ME) and recursive-estimates (RE) tests because these two tests can be easily extended to models with non-Gaussian errors.
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A Strategy for Monetary Policy Using a Multiple Time-Series Model
… sets and emphasizing the use of time series models in the process. While the combination of forecasts is not new, the combination of time series models and the more traditional structural econometric models has not been thoroughly evaluated.
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Modeling Regional Spatial Interaction Under the Condition of Limited Information: A Comparative Analysis
The use of econometric models to measure space-time interactions was proven to be fruitful, even at a very aggregated level. Nevertheless, it would also be interesting to include economic sectors in the analysis, so that would be possible to exactly pinpoint the most spatially integrated sectors in …
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On estimating the score function and the choice of the smoothing parameter with applications to adaptive estimations
… to much of recent work on adaptive estimation of econometric models. Most existing score function estimation methods approach the problem by differentiating the logarithm of an estimated density function, such as the kernel estimate. Cox (1985) proposed a direct method of estimating score …
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An econometric analysis of U.K. regional real estate markets
… over the last few decades, which are the best econometric models for predicting future house price dynamics and which economic variables are the most important drivers of property prices movements.
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Specification tests and a reformulation of frontier models: An alternative approach to efficiency estimation
… technical inefficiency. Most stochastic frontier models are overly restrictive both in terms of the functional form and the distributional assumptions of the error terms. Unlike other econometric models, frontier models are rarely subjected to rigorous specification tests. The first part of this …
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A sectorally disaggregated econometric model for forecasting copper demand in the U.S.
Copper econometric models currently existing in the open literature incorporate the demand side of the market only as an aggregated demand function. In this thesis, copper demand was disaggregated into its end-use industrial sectors and linear demand equations estimated for each sector. The …
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