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.
Results
Showing 1 to 11 of 11 for “"Statistical Adequacy"”.
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Statistical Adequacy and Reliability of Inference in Regression-like Models
… to models that do not adequately capture the statistical regularities in the data and do not faithfully represent the phenomenon of interest. In addition, the researcher is unable to disentangle the statistical and substantive sources of error and thus incapable of using the statistical …
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Misspecification testing in systems of equations
… papers on the application of the "principle of statistical adequacy" to single and multi-equation econometric models. The first chapter lays out the intended scope of the dissertation and defines the principle of statistical adequacy. The second chapter reviews the formulation of tests of …
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Confronting Theory with Data: the Case of DSGE Modeling
… data in an attempt to evaluate its empirical adequacy. The perspective used for this evaluation is based on unveiling the statistical model (structural VAR) behind the DSGE model, with a view to test its probabilistic assumptions vis-a-vis the data. It is shown that the implicit statistical …
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A Retrospective View of the Phillips Curve and Its Empirical Validity since the 1950s
… role of the theoretical considerations over statistical learning from the data is first explored. To further appraise the trustworthiness of empirical evidence, a few key empirical models are then selected and evaluated for their statistical adequacy, which refers to the validity of the …
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Modelling structural change in the U.S. demand for meat
… Demand System (AIDS). Emphasis is placed on the statistical adequacy of the models. Two specific issues are carefully addressed: consumer concern for cholesterol and its effect on meat demand, and the dynamics of adjustment in meat consumption. When modelling the demand for beef, pork, chicken …
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The development of leading indicators for the South African building industry using qualitative and quantitative data
… the South African Reserve Bank and the Central Statistical Service, Pretoria, South Africa. The variables used in the construction of the leading indicators are weighted according to the scoring system developed by the National Bureau of Economic Research, United States of America. The six …
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Essays on DSGE Models and Bayesian Estimation
This thesis explores the theory and practice of sovereignty. I begin with a conceptual analysis of sovereignty, examining its theological roots in contrast with its later influence in contestations over political authority. Theological debates surrounding God’s sovereignty dealt not with the …
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Macroeconomic Forecasting: Statistically Adequate, Temporal Principal Components
… indicators. At the outset, PCA is viewed as a statistical model derived from the reparameterization of the Multivariate Normal model in Spanos (1986). To motivate a PCA forecasting framework prioritizing sound model assumptions, it is demonstrated, through simulation experiments, that model …
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On modeling the volatility in speculative prices
… because they give rise to internally consistent statistical models that do not rely on ad-hoc specification and parameter restrictions, but model the conditional mean and conditional variance jointly. The univariate modeling is illustrated using the Real Effect Exchange Rate(REER) indices of …
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Generalized Principal Component Analysis
The primary objective of this dissertation is to extend the classical Principal Components Analysis (PCA), aiming to reduce the dimensionality of a large number of Normal interrelated variables, in two directions. The first is to go beyond the static (contemporaneous or synchronous) covariance …
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Revisiting the CAPM and the Fama-French Multi-Factor Models: Modeling Volatility Dynamics in Financial Markets
… t models which are shown to account for all the statistical regularities in the data. This family of models provides an appropriate basis for revisiting the empirical adequacy of the CAPM and the Fama-French multi-factor models, as well as other models, such as alternative asset pricing models …