Global ETD Search
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Showing 1 to 20 of 35 for “"simultaneous equation"”.
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Essays on the Effectiveness of Public School Spending and Simultaneous Equation Quantile Regression
… to Seemingly Unrelated Regression (SUR) for two equations. This simultaneous equation median regression estimator is investigated using Monte Carlo simulations. Simulation results support the conjecture that this estimator is unbiased, Normally distributed, and more efficient than single equation …
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Market power estimation in the peruvian brewing industry
… approach, a nonlinear simultaneous equation model is estimated to measure the degree of market power and to analyse its shifts as the industry undergoes structural changes on a monthly basis (1995-2007). Results suggest that the brewing industry is imperfectly …
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Foreign direct investment and economic development in China and East Asia
… their strategies of development. In addition, a simultaneous equation model is estimated to capture the effects of policy instruments on output, FDI and other endogenous variables in China. Both direct coefficient effects and multiplier effects are calculated. The results indicate that the …
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High Hill Yak Cheese Production in Nepal: An Analysis of Privatization Policy Incorporating the Impacts of Market Failures for Agro-Industries in Developing Countries
… Private equilibrium is predicted using a simultaneous equation system developed for this research. The equations ensure that supply and demand balance at the aggregate and individual milk shed levels. The Lerner index is incorporated to model monopsony behavior. Private monopsony …
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Multivariate Analysis of Accident Related Outcomes with Respect to Contemporaneous Correlation and Endogeneity: Application of Simultaneous Estimation Techniques
… crash prediction models based on single equation estimation techniques to identify the influences of geometric, environmental, and traffic variables on a single counted outcome. In some cases, however, more than one dependent variable might be of interest and hence several equations are …
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ΕΛΕΓΧΟΣ ΤΗΣ ΟΥΔΕΤΕΡΟΤΗΤΟΣ ΤΟΥ ΧΡΗΜΑΤΟΣ Σ' ΕΝΑ ΜΑΚΡΟΟΙΚΟΝΟΜΙΚΟ ΥΠΟΔΕΙΓΜΑ ΤΗΣ ΕΛΛΗΝΙΚΗΣ ΟΙΚΟΝΟΜΙΑΣ ΥΠΟ ΚΑΘΕΣΤΩΣ ΟΡΘΟΛΟΓΙΚΩΝ ΠΡΟΒΛΕΨΕΩΝ: 1954-1980
… CHANGES IN MONEY SUPPLY, USING SINGLE EQUATION AND SIMULTANEOUS EQUATION TECHNIQUES. A SECTION OF THIS DISSERTATION WAS DEVOTED TO AN ATTEMPT TO DIFFERENTIATED BETWEEN THE BAGS DUE TO PARTIAL ADJUSTMENT IN THE DEMAND FOR MONEY, AND THE BAGS DUE TO PARTIAL ADJUSTMENT IN THE LEVEL OF …
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A model of New Zealand’s post-war inflation
… but has as its purpose the formulation of a simultaneous equation model to explain and predict movements in variables relevant to the inflationary process. The research has been conducted with New Zealand data and no econometric work on inflation yet published seems to have produced a model …
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Social media sharing and online news consumption
… In addition, feedback loops inherently suffer simultaneous equation bias. Using regional rainfall as a natural experiment, we use a novel panel-IV strategy to identify positive and significant cross-region "peer effects" in online news viewership: a 1% increase in within-region viewership …
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A design performance driven learning framework for conceptual design knowledge : methodology development and applications
… bridge design elements are not well-known. The simultaneous equation model (SEM) technique is employed to model the physical condition ratings. SEM has the advantage over existing methods of state transition probability estimation in that no a-priori subjective conditional grouping is required. …
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Childhood Misnourishment, School Meal Programs and Academic Performance
… programs have on child weight using a multiple simultaneous treatment analysis controlling for self-selection into the programs. Chapter IV then investigates whether these programs have spillover effects on academic performance through the mediator of child weight using structural equation …
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Exchange rate forecasts and forecasting
… which we forecast key rates. The five variable, simultaneous equation models each incorporate long-run equilibria characterised by economically meaningful restrictions, and complex short term dynamics. The thesis demonstrates that these models are capable of generating fully dynamic forecasts …
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Spatial Econometric Modeling of Urban Spatial Structure of Chicago and Seoul in the 1990s: Agglomeration Economies, Information Technology and Commuting
… in shaping urban spatial structure using a simultaneous equation framework. It is found that urbanization economies are prominent between manufacturing and retail and between services and retail, but not between manufacturing and services. It is also found that localization economies work as …
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The underpricing of unseasoned new issues of common stock
… rather than at the offer price, (2) develop a simultaneous equation model to explain underpricing, percentage cash spread, and the relationship between the two using various firm, issue, and market characteristics, and ( 3) analyze the effects of institutional constraints concerning percentage …
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The impact of corporate governance on auditor independence: A study of audit committess in UK listed companies.
… and vice versa were found using a single equation fees model but these relationships were not consistent when the researcher controlled for endogeneity between audit and non audit fees using Simultaneous Equation Models (SEM). Audit Committee activity was not statistically important in …
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Dynamic econometric modeling of the U.S. wheat grain market
… commodity modeling by introducing a new dynamic simultaneous equation model (DSEM) that accounts for seasonal cointegration. Lastly, the research compares the out-of-sample forecasting performance and impulse responses of four multi-equation models for the U.S. wheat market. The forecasting …
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Free trade and economic growth of Egypt
… of the Egyptian economy. The second model, a Simultaneous Equation Model (SEM), was developed to deal with the endogeneity problem and investigate the impact of selected openness indicators on economic growth in Egypt. The most important finding is the strong positive and bi-directional …
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Technical Change, Market Structure and Intraindustry Trade Specialization: A Study of the Colombian Manufacturing Industry
… scale. To this end, the TFP growth decomposition equation includes the markup and economies of scale parameters. We rely on parametric estimates of elasticity of scale based on translog production functions and non-constant demand elasticity functions for twenty-two aggregate manufacturing …
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An econometric study on the market structures of the world demand for high protein meals, with special emphasis upon the United States soybean economy
… estimation. The core of the analysis is a simultaneous equation model composed of eight linear stochastic behavioral relations and four linear identities. The three-stage least squares procedure was employed to estimate the unknown structural parameters of the statistical model. The …
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An economic analysis of declining marriages in post-apartheid South Africa, 1995-2006
… and marriage decisions by estimating simultaneous equation models for each cross-sectional year from 1995 to 2006. Availability of women's jobs in a District Council locality is used as an exogenous shock in the labour force participation equation to identify the marriage equation. The …
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