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 11 of 11 for “"misspecification testing"”.
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Misspecification testing in systems of equations
… be orthogonal under the null hypothesis of no misspecification, and the sample analog of these functions is used as a basis for constructing misspecification tests. As an extension of this idea, it is argued that viewing the model in explicit probabilistic terms provides a basis for developing …
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Testing for Structural Change: Evaluation of the Current Methodologies, a Misspecification Testing Perspective and Applications
… there has been renewed interest in testing and modeling structural breaks. The focus of my dissertation is on testing for departures from stationarity in a broader framework where unit root, mean trends and structural break non-stationarity constitute only a small subset of the …
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Statistical Adequacy and Reliability of Inference in Regression-like Models
… and reliability of statistical models via misspecification testing. It is argued that only when the statistical source of error is ruled out can the researcher reconcile the theory and the data and establish the theoretical and/or external validity of econometric models. Through the …
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Volatility Modeling and Risk Measurement using Statistical Models based on the Multivariate Student's t Distribution
… at Risk (VaR) and Expected Shortfall (ES). The misspecification testing analysis shows that our proposed models can adequately capture the chance regularities in exchange rates and stock indexes data and give a reliable estimation of regression and skedastic functions used in risk measurement. …
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Two Essays on Resource Economics: A Study of the Statistical Evidence for Global Warming and An Analysis of Overcompliance with Effluent Standards Among Wastewater Treatment Plants
… and illustrates the importance of model misspecification testing and re-specification when modeling climate change using statistical models. The second paper examines recent evidence for overcompliant behavior amongst wastewater treatment plants whose pollutant discharges are regulated …
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An examination of specification error in modern United States growth processes
… econometric model specification. Through misspecification testing, we can identify and avoid faulty assumptions. Instead of viewing our data set as uncooperative, we should value the rich information our data contain. If our usual specification assumptions are invalid, more information can …
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A Statistical Approach to Empirical Macroeconomic Modeling with Practical Applications
… study addresses the applications of statistical testing methods and model respecification within the context of applied macroeconomics. The first application is a statistical comparison of Gregory Mankiw, David Romer and David Weil’s A Contribution to the Empirics of Economic Growth, and Nazrul …
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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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Confronting Theory with Data: the Case of DSGE Modeling
… and the information from mis-specification (M-S) testing is then used to respecify the original structural VAR in an attempt to achieve statistical adequacy. The latter provides a precondition for the reliability of any inference based on the statistical model. Once the statistical adequacy of the …
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Revisiting the CAPM and the Fama-French Multi-Factor Models: Modeling Volatility Dynamics in Financial Markets
… on the particular data used. By thoroughly testing the assumptions underlying these models, several departures are found and the original linear regression models are respecified. The respecification results in a family of heterogeneous Student's t models which are shown to account for all …
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Naturalism & Objectivity: Methods and Meta-methods
The error statistical account provides a basic account of evidence and inference. Formally, the approach is a re-interpretation of standard frequentist (Fisherian, Neyman-Pearson) statistics. Informally, it gives an account of inductive inference based on arguing from error, an analog of …