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Dissertations / Theses on the topic 'Endogenous regressor'

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1

Prono, Todd Andrew. "Garch-based identification of endogenous regressors." Thesis, Boston College, 2006. http://hdl.handle.net/2345/1810.

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The first chapter presents new methods for identifying the structural parameters of linear triangular systems, simultaneous systems, and structural vector autoregressions. The second chapter presents a new method for identifying an endogenous regressor in linear models of time series data<br>Thesis (PhD) — Boston College, 2006<br>Submitted to: Boston College. Graduate School of Arts and Sciences<br>Discipline: Economics
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2

LeSage, James P., and Manfred M. Fischer. "Spatial Regression-Based Model Specifications for Exogenous and Endogenous Spatial Interaction." WU Vienna University of Economics and Business, 2014. http://epub.wu.ac.at/4271/1/SSRN%2Did2420746.pdf.

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The focus here is on the log-normal version of the spatial interaction model. In this context, we consider spatial econometric specifications that can be used to accommodate two types of dependence scenarios, one involving endogenous interaction and the other exogenous interaction. These model specifications replace the conventional assumption of independence between origin-destination-flows with formal approaches that allow for two different types of spatial dependence in flow magnitudes. Endogenous interaction reflects situations where there is reaction to feedback regarding flow magnitudes
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3

Weng, Huibin. "A Social Interaction Model with Endogenous Network Formation." University of Cincinnati / OhioLINK, 2020. http://rave.ohiolink.edu/etdc/view?acc_num=ucin159317152899108.

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4

Silva, Marcus Vinícius Amaral e. "Dois ensaios em macroeconomia." Universidade Federal da Paraíba, 2014. http://tede.biblioteca.ufpb.br:8080/handle/tede/8113.

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Submitted by Maike Costa (maiksebas@gmail.com) on 2016-04-12T13:00:18Z No. of bitstreams: 1 arquivo total.pdf: 1701778 bytes, checksum: 4e6e0ca5635cf810784f97567b64095f (MD5)<br>Made available in DSpace on 2016-04-12T13:00:18Z (GMT). No. of bitstreams: 1 arquivo total.pdf: 1701778 bytes, checksum: 4e6e0ca5635cf810784f97567b64095f (MD5) Previous issue date: 2014-03-10<br>This paper conducts tests for structural breaks in the reaction function of the Central Bank of Brazil to evaluate possible changes in the conduct of monetary policy in Brazil, taking into account the reaction function of
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5

Xiaojing, Li. "An Investigation on Balance Switching Behavior in Credit Card Market." The Ohio State University, 2008. http://rave.ohiolink.edu/etdc/view?acc_num=osu1217986114.

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6

Medeiros, Gabriela Bezerra de. "Ensaios sobre política monetária e curva de Phillips no Brasil." reponame:Biblioteca Digital de Teses e Dissertações da UFRGS, 2014. http://hdl.handle.net/10183/109273.

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A presente tese é constituída de três ensaios que abordam duas relevantes questões que estão intrinsecamente relacionadas em macroeconomia: política monetária e inflação. No primeiro ensaio, nós procuramos averiguar não linearidades na função de reação do Banco Central do Brasil (BCB) através da estimação de regressões quantílicas inversa, sugerido por Wolters (2012) e proposto por Chernozhukov and Hansen (2005, 2006). Este método nos possibilitou detectar não linearidades na função de reação do BCB sem a necessidade de fazer suposições específicas acerca dos fatores que determinam essas não l
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7

Cheng, Xiangbin. "The dynamic relationships between public spending, economic growth and income inequality in China." Thesis, University of Hertfordshire, 2015. http://hdl.handle.net/2299/16543.

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China's economic development has performed spectacularly during the period of China's economic transition as a result of radical economic reform in the all markets. The country has also gone through extensive fiscal reforms in the last three decades. However, a number of problems have been associated with such rapid economic growth. One of these has been raising inequality. In both Keynesian and neoclassical endogenous growth theories, public spending can play an important role for economic growth and inequality. The majority of previous studies have focused on the relationship between public
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8

Barbosa, Ana Luiza Neves de Holanda. "Ensaios sobre diferencial de salários e estimação de demanda no Brasil." reponame:Repositório Institucional do FGV, 2012. http://hdl.handle.net/10438/9365.

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Submitted by Ana Luiza Neves de Holanda Barbosa (ana.barbosa@ipea.gov.br) on 2012-01-17T17:48:38Z No. of bitstreams: 2 tese_final_analuizaholanda.pdf: 1401652 bytes, checksum: fd6723241862cf776f8dcdc02a400af2 (MD5) tese_final_analuizaholanda.pdf: 1401652 bytes, checksum: fd6723241862cf776f8dcdc02a400af2 (MD5)<br>Approved for entry into archive by Andrea Virginio Machado (andrea.machado@fgv.br) on 2012-03-05T19:50:53Z (GMT) No. of bitstreams: 2 tese_final_analuizaholanda.pdf: 1401652 bytes, checksum: fd6723241862cf776f8dcdc02a400af2 (MD5) tese_final_analuizaholanda.pdf: 1401652 bytes, chec
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9

PIRIU, ANDREEA ALEXANDRA. "ESSAYS ON GLOBALISATION: EFFECTS AND IMPLICATIONS FOR INDIVIDUALS." Doctoral thesis, Università degli Studi di Milano, 2020. http://hdl.handle.net/2434/728739.

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This thesis studies the effects of import competition from China and Eastern Europe on the health and fertility decisions of German individuals working in manufacturing. Individuals are matched with separate measures of exposure to competition from China and Eastern Europe, respectively. To isolate exogenous supply shocks from the origin, instrumental variables for competition from each of China and Eastern Europe are constructed. Results in Chapter 1 suggest that higher import competition worsens individual health via job displacement, wage decline, shortened employment duration, incr
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10

Shyu, Ming-Kuang, and 徐明洸. "The Impact of Retirement on Household Leisure Expenditures - Application with the Endogenous Switching Regression Model." Thesis, 2008. http://ndltd.ncl.edu.tw/handle/u2vs6u.

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碩士<br>佛光大學<br>經濟學系<br>96<br>We derived the endogenous switching regression model (ESRM) to solve the independent variables which sample selection lead to a biased inference about we estimated the retired household of the leisure expenditure equation and near retired household of the leisure expenditure equation with the OLS, because of the household heads would have been evaluated between the differences of the retired or unretired situation on leisure expenditures. We used the data from the Academia Sinica Research Program Center Databases Resources one of the 2006 Survey of Family Income and
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11

謝以軒. "The Impact of Family Patterns on Household Expenditure—An Application of Endogenous Switching Regression Model." Thesis, 2010. http://ndltd.ncl.edu.tw/handle/32444061660391350844.

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碩士<br>佛光大學<br>經濟學系<br>98<br>This study is to improve inferential biases caused by estimation of each parameter of the family expenditure function of nuclear and non-nuclear families with the Ordinary Least Squares (OLS). Because every family can evaluate its family expenditure in two different situations by itself to see which one has more comparison benefit, then decide if changing family status. We adapt Endogenous Switching Regression Model, and use the data “Taiwan Social Change Survey 2007, Phase 5, Wave 3” from the Institute of Sociology, Academia Sinica. The importance of the endogenous
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12

Xiong, Xiaoxia. "The Cost of Right-of-Way acquisitions for transportation projects : switching models for condemnation versus negotiated settlement." Thesis, 2012. http://hdl.handle.net/2152/ETD-UT-2012-05-5806.

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The costs of acquiring parcels by condemnation are usually significantly higher than those for property acquired by negotiation, suggesting that Right-of-Way (R/W) acquisition costs may best be described by two different regression equations. This paper develops a switching regression model of acquisition cost to simultaneously predict the probability of whether a parcel will go to condemnation rather than be acquired via negotiation and the corresponding acquisition costs under these two regimes. The error terms of the selection equation and the two cost equations follow a trivariate normal d
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13

邱耀慶. "A Study on the Relationship between Leisure Involvement and Health Care Expenditure-An Application of Endogenous Switching Regression Model Approach." Thesis, 2008. http://ndltd.ncl.edu.tw/handle/8ec32g.

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碩士<br>佛光大學<br>經濟學系<br>96<br>This study cited the 2006 Survey of Taiwan Family Income and Expenditures (STFIE) to explore the linear relationship of people’s expenditures among medical health, leisure expense, living area, outcome, gender of house owner, age, education, occupation and social insurance. In this study, the researcher adopted the endogenous switching regression model (ESRM) to find out the influential reasons and relationship between the leisure involvement and health care expenditure on family unit. It is to solve the assumption errors caused by the self-selection problem, when u
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14

Chen, LI-Jie, and 陳俐潔. "The Impact of Dietary Quality and Physical Activity on the Elderly Obesity-An Application with the Endogenous Switching Regression Model." Thesis, 2009. http://ndltd.ncl.edu.tw/handle/ku2k87.

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碩士<br>佛光大學<br>經濟學系<br>97<br>This study investigates the effects of dietary quality and exercise of Taiwanese elder on obesity with Nutrition and Health Survey in Taiwan, NAHSIT,1997~2002 of Taiwanese nutrition and health survey (1997~2002) which Department of Health authorize Institute of Biomedical Sciences, Academia Sinica to transact; The total taken sample quantity is 2049. The Endogenous Switching Regression Model is important to affect the Exogeneous Variable(exercise is endogenized in this study) of elder obesity. Exercise can affect elder obesity directly but also changed by dietary
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15

Sibiko, Kenneth Waluse. "Economics of Weather Index-Based Insurance: Analysis of Smallholder Farmers' Preferences and the Impact of Insurance on Productivity in Kenya." Doctoral thesis, 2016. http://hdl.handle.net/11858/00-1735-0000-002B-7CC0-2.

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16

Silva, Marta. "Essays on the portuguese labour market: the effects of flexibility at the margin." Doctoral thesis, 2016. http://hdl.handle.net/10071/12094.

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JEL Classification: J31, J41, J68, C21, C24, C33<br>This thesis aims to study the effects of the promotion of flexibility at the margin in the Portuguese labour market through the facilitation of the use of fixed-term contracts. We present three empirical essays that assess the effects of the 2004 change in legislation that extended the maximum legal duration of fixed-term contracts from three to six years. Given the high labour market segmentation and representativeness of fixed-term contracts in the Portuguese labour market, we consider that these studies may contribute to the design o
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