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 16 of 16 for “"Two-step Estimation"”.
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One and Two-Step Estimation of Time Variant Parameters and Nonparametric Quantiles
… dissertation develops and discusses several one-step and two-step smoothing methods of time variant nonparametric quantiles and time variant parameters from probability models. First, we investigate and develop nonparametric techniques for measuring extreme quantiles. The method involves …
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High-dimensional and dependent data with additional structure
… statistical inference. This thesis considers two widely used classes of models for high-dimensional and dependent data with additional structure, high-dimensional multivariate time series and exponential-family random graph models. In the case of high-dimensional multivariate time series, …
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Three essays on international economics
This dissertation consists of two essays on trade and one on international finance. Chapter 2 studies how international trade lowers markups of multiple varieties produced by a discrete heterogeneous firm as a short-run equilibrium. Chapter 3 assesses a two-step estimation method recently used …
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Nowcasting Brazilian GDP: a performance assessment of dynamic factor models
… Analysis methodology; the second employs a two-step estimation method with quarterly inputs; the last is similar to the former but uses monthly series. A real-time out-of-sample exercise is proposed to assess the performance of these models. A dataset is created for each day within 27 …
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Supply response to consumer inertia : strategic pricing in Medicare Part D
… to "harvest" inertial consumers. I then apply a two-step estimation approach following Bajari, Benkard and Levin (2007) to explore the implications of these invest and harvest incentives for equilibrium pricing, finding that on net, demand inertia reduces equilibrium prices (i.e. the invest …
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Penalties for Foodborne Illness: Jury Decisions and Awards in Foodborne Illness Lawsuits
… received a median award of $32,264. The Heckman two-step estimation procedure was used to examine the effects of various factors on plaintiff success rates and subsequent amounts awarded. Plaintiff chances of victory increased if lawsuits involved a child, foodborne pathogen was identified and …
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Estimating Spot Price and Smooth Forward Curve in Electricity Markets with Bayesian Penalized Spline
… quoted every day and COB is an illiquid hub, a two step estimation procedure is developed from Bayesian perspective.First, the Mid-C smooth curve is constructed using Bayesian penalized spline. Next, the COB smooth curve is estimated by adding a spread to the constructed Mid-C smooth curve and …
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An assessment of the impact on agricultural prices and output of anticipated versus unanticipated monetary variability
… agricultural export equations are estimated by a two-step estimation procedure. The regression results for total and nonfarm real gross domestic product and real net farm income indicate an influence from both anticipated and unanticipated components of money. On the other hand, real farm gross …
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The economic determinants of corporate hedging: an empirical analysis of UK non-financial firms
… logit analysis, a tobit analysis and a two step estimation process incorporating probit and truncated regression analysis.
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Three essays on the impacts of income taxes
… differentials with a specific application to the estimation of the Value of a Statistical Life (VSL) parameter. When taxes change, the pre-tax wages of risky jobs should shift relative to the pre-tax wages of safe jobs in a manner proportional to the VSL. This strategy yields VSL estimates between …
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Dynamic Discrete Choice Estimation using Reinforcement Learning with Applications in Online Food Markets
… in economics and marketing. However, their estimation remains computationally challenging, especially as state spaces expand, limiting their application to large-scale consumer datasets. This thesis develops Reinforcement Learning (RL)-based estimation methods to improve the speed and …
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Modelling, forecasting and riding credit risk in the Sterling Eurobond market
… model for the downgrade probability using a two-step estimation procedure. This allows us to disentangle the effects of credit rating and various financial and accounting ratios. We find evidence of non-linear effects from both company indebtedness and credit risk. The forecasting model is …
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Complex latent variable modeling for multivariate hierarchical data
… extends, in four independent chapters, the stepwise multilevel latent class analysis with covariates methodological framework. In recent decades, the latent class analysis methodological scholarship has developed sophisticated methodologies, including innovative estimation approaches and …
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Essays on health economics
… to "harvest" inertial consumers. I then apply a two-step estimation approach following Bajari, Benkard and Levin (2007) to explore the implications of these invest and harvest incentives for equilibrium pricing, finding that on net, demand inertia reduces equilibrium prices (i.e. the invest …
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Essays on New Keynesian Term Premium Model with Financial Risks
… macro-finance model estimated by a one-step full information maximum likelihood (FIML) method. The second chapter shows that the one-step FIML method may produce estimation biases, which result in biased expected short rates and term premia. The chapter then presents an alternative …
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The role of household wealth in funding self-employment in European countries
… wealth is potentially able to enhance creditworthiness and add financial liquidity to self-employment and self-employed businesses. Existing literature focuses on one or two type(s) of household wealth, resulting in comparatively ambiguous findings about the influence of household wealth on …