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 7 of 7 for “"Indirect Inference"”.
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On the average generation of a population
… techniques based on both direct observations and indirect inference have been proposed, with benefits and limitations varying in the two categories. In this thesis we enhance the mathematical results underpinning one of these inference methods, firstly proposed by Weber et al. in 2016 [116] and …
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Three essays on bias, bias reduction and estimation in autoregressive time series models
… to derive the asymptotic distribution of the indirect inference method for (moderately) stationary, (moderately) explosive and explosive series with a fixed coefficient. The essay also shows how one can construct a jackknife and a simple bias-reduced estimator for stationary series by use of …
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Finite sample properties of the maximum likelihood estimator in continuous time models
… these being the bootstrap, jackknife, and indirect inference. A Monte Carlo experiment shows that all approaches deliver substantial bias reductions. We also explore the robustness of the results to model misspecifications, and provide an empirical application to the broad effective …
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Four Essays on Dynamic Panel Models
… invariant. These properties are conferred to the indirect inference objective function (IIOF) used to obtain bias-corrected estimates.Discontinuities are problematic for traditional asymptotic methods of constructing confidence sets. To account for this the indirect confidence set inference method …
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The effect of electromyographic biofeedback training on singers with tension problems in the laryngeal musculature
… attempt to solve problems such as these through indirect inference and mental images using psychological and empirical (observation) teaching methods. In fact, many voice teachers will freely admit that singing is mostly a matter of imagination.Traditional teaching methods in voice (an area open …
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ESSAYS ON THE MACROECONOMIC IMPACTS OF ENERGY AND COMMODITY MARKETS
… and where key parameters are estimated using indirect inference. The second essay studies commodity price cycles and their underlying drivers using a dynamic factor model from a sample of 39 monthly commodity prices for the period 1970:01–2019:12. We identity global and group specific cycles …
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Quantum magnetic imaging for DNA biophysical measurements
… However, prior experiments have relied on either indirect inference measurements or measurements of ensembles of DNA molecules to quantify short-DNA bending. In this thesis, DNA- tethered ferromagnetic probes are used in a magnetic tweezer assay to construct a nano- mechanical torque balance that …