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Dissertations / Theses on the topic 'Economical estimation'

Author: Grafiati

Published: 28 May 2022

Last updated: 31 July 2025

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1

Кислий, Володимир Миколайович, Владимир Николаевич Кислый, Volodymyr Mykolaiovych Kyslyi, and V. V. Kubatko. "Shadow economy estimation: economical and ecological aspects." Thesis, Видавництво СумДУ, 2012. http://essuir.sumdu.edu.ua/handle/123456789/26454.

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2

Горобченко, Денис Володимирович, Денис Владимирович Горобченко, and Denys Volodymyrovych Horobchenko. "Economical estimation of the ecological debt if context of sustainable development." Thesis, Видавництво СумДУ, 2009. http://essuir.sumdu.edu.ua/handle/123456789/7878.

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The Development methodological principals for estimation of the economic damage has been leading since 60-h years of XX century by scientist from many institutes, including Ukrainian scientist from Kiev, Sumy, Odessa, Lugansk, Lvyv, Donetsk, etc. For this time was accumulated huge information base, allowing suitable for valuation of the damages from ecologically destructive activity. So economic damage from the natural ambience components quality deterioration (the ecologically-economic damage) can be a factor, which allows estimating the size of the ecological debt in the most precisions

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3

Сотник, Ірина Миколаївна, Ирина Николаевна Сотник, Iryna Mykolaivna Sotnyk, Леонід Григорович Мельник, Леонид Григорьевич Мельник та Leonid Hryhorovych Melnyk. "Регіональна оцінка екологічних втрат від виробництва продукції в Україні". Thesis, Центр екологічної освіти та інформації, 2012. http://essuir.sumdu.edu.ua/handle/123456789/25374.

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Виконано розрахунки показників екологічних втрат за видами екодеструктивної діяльності у регіонах України у 2001–2009 рр. Обчислено регіональні показники екологоємності одиниці продукції та на цій підставі проранжировано регіони України. Сформовано напрямки зниження екологічних втрат. При цитуванні документа, використовуйте посилання http://essuir.sumdu.edu.ua/handle/123456789/25374<br>Выполнены расчеты показателей экологических потерь по видам экодеструктивной деятельности в регионах Украины в 2001-2009 гг. Рассчитаны региональные показатели экологоемкости единицы продукции и на этом основани

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4

Navarro, Myra C. "Small area estimation : estimating selected economic statistics for provinces of the Philippines." Thesis, Canberra, ACT : The Australian National University, 1992. http://hdl.handle.net/1885/116918.

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Different methods of small area estimation are discussed in detail together with a summary of the applications for each method. A case study consisting of an application to small area estimation of selected Philippine economic data (employment, salary and value of output) are described. Seven different estimators are applied to this problem of estimating intercensal small area characteristics; 3 synthetic estimators, a SPREE estimator, a RATIO-SPREE estimator and 2 regression-based estimators. In addition, estimates of the variance of each estimator are derived. The various estimat

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5

Busetti, Fabio. "Testing and estimation of models with stochastic trends." Thesis, London School of Economics and Political Science (University of London), 2001. http://etheses.lse.ac.uk/2257/.

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The thesis considers time series and econometric models with stochastic trend components. Locally Best Invariant tests for the presence of stochastic trends are constructed and their asymptotic distributions derived. Particular attention is paid to models with structural breaks, as the tests have high power also against alternative hypotheses in which the trends of the series contain a small number of breaks but are otherwise deterministic. Asymptotic critical values of the tests are tabulated for series with a single breakpoint. A modification of the LBI statistic is then proposed, for which

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6

Venetis, Ioannis A. "Essays on the estimation of fractionally cointegrated systems." Thesis, University of Essex, 2000. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.364513.

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7

Sherrell, Neill. "The estimation and specification of spatial econometric models." Thesis, University of Bristol, 1990. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.281861.

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8

Henry, Marc. "Long memory in time series : semiparametric estimation and conditional heteroscedasticity." Thesis, London School of Economics and Political Science (University of London), 1999. http://etheses.lse.ac.uk/1581/.

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This dissertation considers semiparametric spectral estimates of temporal dependence in time series. Semiparametric frequency domain methods rely on a local parametric specification of the spectral density in a neighbourhood of the frequency of interest. Therefore, such methods can be applied to the analysis of singularities in the spectral density at frequency zero to identify long memory. They can also serve as the basis for the estimation of regular parts of the spectrum. One thereby avoids inconsistency that might arise from misspecification of dynamics at frequencies other than the freque

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9

McCrorie, James Roderick. "Some topics in the estimation of continuous time econometric models." Thesis, University of Essex, 1996. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.388615.

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10

Arellano, Gomez Manuel. "Estimation and testing of dynamic econometric models from panel data." Thesis, London School of Economics and Political Science (University of London), 1985. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.261293.

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11

Indralingam, Maheswaran. "Sequential estimation, parameter variation and predictive power of econometric market response models." Thesis, Lancaster University, 1989. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.255352.

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12

Khalid, Abd Ghani. "Hedonic price estimation of the financial impact of obsolescence on commercial property buildings." Thesis, University of Reading, 1992. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.333879.

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13

Leybourne, S. J. "Kalman filtering and the estimation of systems of consumer demand equations with time-varying coefficients." Thesis, University of Leeds, 1988. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.234770.

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14

Prohorenko, Didrik. "A forecasting approach to estimating cartel damages : The importance of considering estimation uncertainty." Thesis, Södertörns högskola, Nationalekonomi, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:sh:diva-41021.

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In this study, I consider the performance of simple forecast models frequently applied in counterfactual analysis when the information at hand is limited. Furthermore, I discuss the robustness of the standard t-test commonly used to statistically detect cartels. I empirically verify that the standard t-statistics encompasses parameter estimation uncertainty when one of the time series in a two-sided t-test has been estimated. Thereafter, I compare the results with those from a corrected t-test, recently proposed, where the uncertainty has been accounted for. The results from the study show tha

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15

Kigozi, Jesse B. L. "The economics of back pain : alternative approaches to productivity cost estimation in economic evaluation of healthcare." Thesis, University of Birmingham, 2014. http://etheses.bham.ac.uk//id/eprint/4849/.

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The thesis investigates approaches to estimating productivity costs in economic evaluation, focusing on application of the friction cost approach (FCA) using low-back pain as a case study. Individual studies of validating a Single-Item Presenteeism Question (SIPQ), estimation of the friction period by occupation in the United Kingdom (UK), and comparison of sickness certification records with self-reported data are reported. Further, the thesis explores the impact of the approaches on cost-effectiveness estimates using the FCA. Results suggest SIPQ is a valid and responsive measure, and that s

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16

Sola, Martin. "Essays on speculative attacks on fixed exchange rate regimes, speculative bubbles and endogenous switching regime estimation." Thesis, University of Southampton, 1991. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.316309.

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17

Pagliari, Romano Italo. "Estimating the monetary value of airport runway departure slots." Thesis, Cranfield University, 1996. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.245446.

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18

JULIAN, JACK DEANE. "ESTIMATING EDUCATIONAL PRODUCTION FUNCTIONS IN A MULTIPLE-OUTPUT FRAMEWORK: ISSUES AND TOPICS." University of Cincinnati / OhioLINK, 2002. http://rave.ohiolink.edu/etdc/view?acc_num=ucin1022681028.

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19

Литвиненко, Галина Іванівна, Галина Ивановна Литвиненко, Halyna Ivanivna Lytvynenko, and I. S. Marekha. "The economic estimation of environmental quality." Thesis, Видавництво СумДУ, 2008. http://essuir.sumdu.edu.ua/handle/123456789/16042.

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20

Marino, Mario <1991&gt. "Small Area Estimation of Economic Security." Doctoral thesis, Alma Mater Studiorum - Università di Bologna, 2022. http://amsdottorato.unibo.it/10299/1/marino_mario_tesi.pdf.

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The objective of this thesis is the small area estimation of an economic security indicator. Economic security is a complex concept that carries a variety of meanings. In the literature there is no a formal unambiguous definition for economic security and in this work we refer to the definition recently provided for its opposite, economic insecurity, as the “anxiety produced by the possible exposure to adverse economic events and by the anticipation of the difficulty to recover from them” (Bossert and D’Ambrosio, 2013). In the last decade interest for economic insecurity/security has

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21

Assali, Mehdi. "A macroeconomic model for a developing country : estimation and simulation of a macroeconometric model for Iran (1959-1993)." Thesis, Durham University, 1996. http://etheses.dur.ac.uk/1513/.

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22

Zheng, Yi. "Essays On Nonparametric Econometrics With Applications To Consumer And Financial Economics." The Ohio State University, 2008. http://rave.ohiolink.edu/etdc/view?acc_num=osu1227848134.

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23

Ngai, Christopher. "Estimating the demand structure of housing characteristics: a nonparametric approach." Oberlin College Honors Theses / OhioLINK, 1995. http://rave.ohiolink.edu/etdc/view?acc_num=oberlin1342186655.

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24

Ichimura, Hidehiko. "Estimation of single index models." Thesis, Massachusetts Institute of Technology, 1987. http://hdl.handle.net/1721.1/14733.

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25

Demirer, Mert. "Essays on production function estimation." Thesis, Massachusetts Institute of Technology, 2020. https://hdl.handle.net/1721.1/127028.

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Thesis: Ph. D., Massachusetts Institute of Technology, Department of Economics, May, 2020<br>Cataloged from the official PDF of thesis.<br>Includes bibliographical references (pages 193-201).<br>This first chapter develops a new method for estimating production functions with factor-augmenting technology and assesses its economic implications. The method does not impose parametric restrictions and generalizes prior approaches that rely on the CES production function. I first extend the canonical Olley-Pakes framework to accommodate factor-augmenting technology. Then, I show how to identify out

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26

Hu, Wanhong. "Estimation of dynamic heterogeneous panel data models." Connect to resource, 1996. http://rave.ohiolink.edu/etdc/view.cgi?acc%5Fnum=osu1266934002.

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27

Chevillon, Guillaume. "Multi-step estimation for forecasting economic processes." Thesis, University of Oxford, 2004. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.416533.

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28

Nagy, Szabolcs, Małgorzata Sikorska, and P. G. Pererva. "Estimation of economic efficiency of power engineering." Thesis, Харківський національний університет будівництва та архітектури, 2018. http://repository.kpi.kharkov.ua/handle/KhPI-Press/36541.

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29

Feinstein, Jonathan S. "Detection controlled estimation : theory and applications." Thesis, Massachusetts Institute of Technology, 1987. http://hdl.handle.net/1721.1/14868.

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30

Marriott, Richard Keyworth. "Estimating and forecasting a demand chain for food using cross-section and time-series data." Thesis, University of Bristol, 1998. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.266903.

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31

Mapelli, Beatrice <1994&gt. "The Pooled Approach for LGD estimation." Master's Degree Thesis, Università Ca' Foscari Venezia, 2019. http://hdl.handle.net/10579/14815.

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The aim of the elaborate is to present the advantages and disadvantages of the Pooled Approach for the estimation of the Loss Given Default (LGD). The parameter estimates the percentage of loss to be associated with the single relations on the basis of the information observed during the entire period from the date of entry to the end of the suffering date. Firstly, the document presents an historical excursus concerning the regulatory environment for banks and financial institutions. The presentation starts from the foundation of the Basel Committee in order to conclude with the very recent

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32

Eryuruk, Gunce. "Three Essays on Dynamic Panel Data Estimation." NCSU, 2009. http://www.lib.ncsu.edu/theses/available/etd-07312009-023153/.

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This dissertation consists of three essays, first two of which consider a new estimation method of dynamic panel data models and the last one considers an application of these models. The first essay (Chapter 1) offers empirical likelihood (EL) estimation of dynamic panel data models, which provide great flexibility to empirical researchers. EL estimation method is shown to have great advantages in usual settings, however little is known on the relative merits of these estimators in panel data models. With this essay, we try to fill that gap by establishing the asymptotic properties of the EL

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33

Kim, Hag-Soo. "Semiparametric estimation of nonlinear simultaneous equations models." The Ohio State University, 2000. http://rave.ohiolink.edu/etdc/view?acc_num=osu1273662774.

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34

Zhao, Yanqing. "Estimating the Impact of Women's Education on the U.S. Suffrage Movement: An IV Approach." Miami University / OhioLINK, 2021. http://rave.ohiolink.edu/etdc/view?acc_num=miami1619204130954484.

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35

Iranzo, Susana. "Three essays on economic geography : theory and estimation /." For electronic version search Digital dissertations database. Restricted to UC campuses. Access is free to UC campus dissertations, 2003. http://uclibs.org/PID/11984.

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36

Bispham, Francesco Devere. "Estimation and inference with nonstationary panel data." Thesis, University of Hull, 2005. http://hydra.hull.ac.uk/resources/hull:5635.

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This PhD thesis applies the time-series concepts of unit-roots and cointegration to nonstationary panel data. The first three chapters set the scene for what follows and together are the first methodological core of the thesis, on nonstationary panel data estimation and testing. In chapter 1 we consider the established panel unit root tests of Levin, Lin and Chu (2002) and Im, Pesaran and Shin (2003) and also Pesaran (2005) for cross-sectional dependence, with a panel of 20 OECD inflation rates. In chapter 2 we consider the established panel cointegration tests of Kao (1999), Pedroni (1999) an

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37

Saksena, Michelle J. "Three Essays on the Social Science of Obesity." The Ohio State University, 2014. http://rave.ohiolink.edu/etdc/view?acc_num=osu1405893684.

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38

Aracena, Pamela. "Estimating Economic Benefits of Water Clarity to Downstream Lakes from Constructed Wetlands." The Ohio State University, 2013. http://rave.ohiolink.edu/etdc/view?acc_num=osu1366326478.

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39

Roberts, Matthew C. "SPECIFICATION AND ESTIMATION OF ECONOMETRIC MODELSOF ASSET PRICES." NCSU, 2001. http://www.lib.ncsu.edu/theses/available/etd-20010910-161402.

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<p>ROBERTS, MATTHEW CHRISTOPHER. Speci.cation and Estimation of EconometricModels of Asset Prices. (Under the direction of Barry K. Goodwin and AlastairHall.)The three essays of this thesis research model selection and estimation issues in.nancial econometrics. Special attention is given to comparing various approachesused previously in the literature and attempting to compare their out-of-sample performance.Chapter two explores the value of modelling the deterministic seasonal componentof volatility and alternate conditional distributions for the soybean futures market.The simultaneous modell

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40

Aït-Sahalia, Yacine. "Nonparametric functional estimation with applications to financial models." Thesis, Massachusetts Institute of Technology, 1993. http://hdl.handle.net/1721.1/12689.

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41

Smith, Collin E. "The underground economy : estimation techniques and policy implications." Thesis, McGill University, 1991. http://digitool.Library.McGill.CA:80/R/?func=dbin-jump-full&object_id=60089.

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This thesis analyzes the estimation procedures and policy implications of an underground economy. In completing this task, we reviewed the techniques developed by Gutmann, Ferge, Tanzi, and others. Further attention was also given to the estimation processes, such as the survey approaches, used by various governments.<br>In analyzing the policy implications of an underground economy, we examined the effects of fiscal and monetary policy, the aggregate statistics, the exchange rate, and other equally important indicators. We concluded that the consequences of a large and growing submerged secto

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42

Loudermilk, Margaret Susan. "Estimation and testing in dynamic, nonlinear panel data models." Diss., Connect to online resource - MSU authorized users, 2006.

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43

Bell, Paul Kevin Thomas. "The estimation of economic depreciation for Canadian farm machinery." Thesis, University of British Columbia, 1985. http://hdl.handle.net/2429/24475.

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The objective of this thesis was to estimate the rate at which four types of farm machinery lose value in Canada. Specifically, Canadian data on used machinery prices was utilized to produce estimates of economic depreciation for two-wheel-drive tractors, combines, square balers and large round balers. The data used in this thesis to make these estimates are special for two reasons. First of all, they represent the only extensive record of Canadian used farm equipment prices available. Most previous studies have based their estimates on American data, assuming that they apply equally well to

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44

Sanches, Fabio Miessi. "Essays on estimation of dynamic games." Thesis, London School of Economics and Political Science (University of London), 2013. http://etheses.lse.ac.uk/716/.

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This thesis considers estimation of discrete choice stationary dynamic games. Chapter 1 shows that when payoffs are linear in the parameters value functions are linear in the parameters and the equation system characterizing the Markovian equilibrium is linear in the parameters. This formulation allows us to estimate the model using Least Squares. We derive an optimal weight matrix for the Least Squares estimator and show that the efficient estimator is a Generalized Least Squares estimator. Chapter 2 shows that when time invariant unobservables are present the efficient estimator is a General

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45

Taylor, Luke. "Essays in nonparametric estimation and inference." Thesis, London School of Economics and Political Science (University of London), 2017. http://etheses.lse.ac.uk/3569/.

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This thesis consists of three chapters which represent my journey as a researcher during this PhD. The uniting theme is nonparametric estimation and inference in the presence of data problems. The first chapter begins with nonparametric estimation in the presence of a censored dependent variable and endogenous regressors. For Chapters 2 and 3 my attention moves to problems of inference in the presence of mismeasured data. In Chapter 1 we develop a nonparametric estimator for the local average response of a censored dependent variable to endogenous regressors in a nonseparable model where the u

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46

Menzel, Konrad Ph D. Massachusetts Institute of Technology. "Essays on set estimation and inference with moment inequalities." Thesis, Massachusetts Institute of Technology, 2009. http://hdl.handle.net/1721.1/54638.

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Thesis (Ph. D.)--Massachusetts Institute of Technology, Dept. of Economics, 2009.<br>Cataloged from PDF version of thesis.<br>Includes bibliographical references (p. 141-145).<br>This thesis explores power and consistency of estimation and inference procedures with moment inequalities, and applications of the moment inequality framework to estimation of frontiers in finance. In the first chapter, I consider estimation of the identified set and inference on a partially identified parameter when the number of moment inequalities is large relative to sample size. Many applications in the recent l

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47

Lee, Jungick. "Three Essays on Nonstationary Time Series and GMM Estimation." The Ohio State University, 2010. http://rave.ohiolink.edu/etdc/view?acc_num=osu1275418825.

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48

Renfro, Brandon Kyle. "The low-beta anomaly and estimation interval." Thesis, Hampton University, 2017. http://pqdtopen.proquest.com/#viewpdf?dispub=10254693.

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<p>The relationship between risk and return is a central theme of finance. The classic theoretical model which addresses this relationship is the Capital Asset Pricing Model, ?CAPM?. The CAPM of Sharpe (1964), Lintner (1965), and Black (1972) posits that a security?s return is directly and positively related to its exposure to systematic risk as measured by beta. Tests of the CAPM theorized relationship between risk and return predominantly support a direct, linear relationship. A minority of the research on the CAPM purports to show that the relationship between a security?s beta and its ret

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49

Jeon, Yongil. "Four essays on forecasting evaluation and econometric estimation /." Diss., Connect to a 24 p. preview or request complete full text in PDF format. Access restricted to UC campuses, 1999. http://wwwlib.umi.com/cr/ucsd/fullcit?p9949690.

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50

Kan, Chengzhang <1997&gt. "Term structure models and Bayesian estimation." Master's Degree Thesis, Università Ca' Foscari Venezia, 2022. http://hdl.handle.net/10579/22033.

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This paper shall cover: 1)foundational results of term structure: interest rate, bond, swap, financial products. equity...a review of the literature on term structure models and a review on Bayesian modelling of term structure. 2)recent advances of term structure, especially affine process and term structure of equity. 3)Bayesian estimation of affine term structure model. 4)Bayesian paradigm (pro and con), dealing with the choice of a statistical paradigm and decision theory, the uncertainty problem relating to behaviour and economic facts.

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