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 4 of 4 for “"Simulated Maximum Likelihood"”.
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A dynamic term structure model of Central Bank policy
… process. Model parameters are estimated via a simulated maximum likelihood estimation scheme with importance sampling. A Bayesian particle filter is used as a robustness check, and it's use for static parameter estimation in a DTSM framework is explored. Our results support those in Piazzesi …
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Essays on Parental Migration and Child Development
… data from the Indonesian Family Life Survey via Simulated Maximum Likelihood. I find that children's cognitive skill formation is sensitive to the duration of parental migration: being left behind for one year during childhood reduces cognitive skill by 0.02 standard deviations per year. Using …
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An Empirical Study of the Causes and Consequences of Mergers in the Canadian Cable Television Industry
This dissertation consists of three essays that study mergers and consolidation in the Canadian cable television industry. The first essay provides a historical overview of regulatory and technical change in the industry, and presents the dataset that I constructed for this study. The basic pattern …
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Empirical Essays on the Economics of Food Price Shocks: Micro-econometric Evidence from Uganda
… probit regression and estimated through Simulated Maximum Likelihood and the Geweke Hajivassiliou Keane simulator, whereas the conditional acreage share model is estimated using a dynamic multivariate fractional logit model. In both the multivariate crop selection and acreage share …