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 10 of 10 for “"Specification Testing"”.
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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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Specification testing and estimation using a generalized method of moments
Thesis (Ph.D.)--Massachusetts Institute of Technology, Dept. of Economics, 1983.
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Towards an integrated model for specifying and measuring quality in use
… in use during the software lifecycle, including specification, testing, measurement and improvement
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Strength out of Weakness: Harnessing Information Gained from the Pair Structure of Composite Marginal Likelihood Estimation
… the subjective nature of utility function specification has the potential to introduce variability in model outcomes, thereby undermining forecast reliability and potentially leading to discrepancies between data-driven recommendations and stakeholder decisions. This dissertation aims to …
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Three Essays in Econometrics
… to the literature on multiple comparisons and specification testing for multivariate models, through the lens of model selection procedures in asset pricing. In the first chapter, I provide a model selection procedure for multivariate models, generalizing the model confidence set (MCS) …
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Theory-constrained Data-driven Model Selection, Specification, and Estimation: Applications in Discrete Choice Models
… bringing data-driven flexibility to the specification and model selection of discrete choice models; while, at the same time, maintaining usability for analysis. Assumptions brought to bear under the classical theory-based paradigm enjoy varying degrees of credibility. Some are rooted in …
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Essays in Financial Econometrics and Forecasting
… the new model offers a much needed framework for specification testing as it nests the standard GARCH models. This chapter has been published in the $\textit{Journal of Financial Econometrics}$ (Smetanina E., 2017, Real-time GARCH, $\textit{Journal of Financial Econometrics}$, 15(4), 561-601.) In …
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New methods for econometric inference
… effective and practical econometric methods for testing this prediction in empirical analysis. Chapter 1 develops a general nonparametric framework for testing monotonicity of a regression function. Using this framework, a broad class of new tests is introduced, which gives an empirical …
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Does corporate governance impact on the sustainable return of IPOs? A comparative analysis of China and New Zealand IPOs listed between 1999 and 2004
… an opportunity for careful diagnostic and specification testing. In this study a more robust empirical analysis, extending the commonly used OLS approach, through several panel data methods of generalised least square, and generalised method of moment models are explored. The study uses …