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1

Zhang, Lei. "Two essays : on the common information in the return volatilities and volumes : on the informational efficiency of municipal bond market." Related electronic resource: Current Research at SU : database of SU dissertations, recent titles available, full text:, 2008. http://wwwlib.umi.com/cr/syr/main.

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2

Kaddour, Hadri. "Disequilibrium econometrics." Thesis, University of Exeter, 1993. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.359795.

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3

Harding, Matthew C. "Essays in econometrics and random matrix theory." Thesis, Massachusetts Institute of Technology, 2007. http://hdl.handle.net/1721.1/39670.

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Thesis (Ph. D.)--Massachusetts Institute of Technology, Dept. of Economics, 2007.<br>This electronic version was submitted by the student author. The certified thesis is available in the Institute Archives and Special Collections.<br>Includes bibliographical references.<br>This dissertation develops new econometric procedures for the analysis of high-dimensional datasets commonly encountered in finance, macroeconomics or industrial organization. First, I show that traditional approaches to the estimation of latent factors in financial data underestimate the number of risk factors. They are al
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4

Montiel, Olea Jose Luis. "Essays on Econometrics and Decision Theory." Thesis, Harvard University, 2013. http://dissertations.umi.com/gsas.harvard:10940.

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This dissertation presents three essays. The first essay, coauthored with Tomasz Strzalecki, is a classical exercise in axiomatic decision theory. We propose a simple and novel axiomatization of quasi-hyperbolic discounting, a tractable model of present bias preferences that has found many applications in economics. Our axiomatization imposes consistency restrictions directly on the intertemporal tradeoffs faced by the decision maker, without relying on auxiliary calibration devices such as lotteries. Such axiomatization is useful for experimental work since it renders the short-run and long-r
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5

Ergun, Ahmet T. "Essays on nonparametric and applied econometrics." Diss., The University of Arizona, 2004. http://hdl.handle.net/10150/290109.

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This dissertation focuses on econometric methodology and its applications in insurance and the stock market. The second chapter proposes a new semiparametric estimator for binary-choice single-index models. The estimator makes use of a "parametric start" idea from the statistics literature and applies it to econometric model estimation. Even though the chapter only focuses on binary-choice models, it is expected that the introduction of this idea to the econometrics literature is going to contribute to semiparametric estimation of econometric models in general, especially when one has (only) a
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6

Chen, Zhihong. "Three essays in applied econometrics." Thesis, Boston College, 2005. http://hdl.handle.net/2345/0.

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Thesis advisor: Arthur Lewbel<br>This dissertation consists of three self-contained papers in applied econometrics. The frrst chapter, Testing Multivariate Distributions (joint with Jushan Bai), proposes a new method to test multivariate distributions with a focus on multivariate normality and multivariate t distribution, motivated in part by examination of financial market data. Using Khmaladze's martingale transformation to purge the effect of parameter estimation, our test generates a distribution-free statistic and can be easily applied to cases with complicated parameters. Simulation show
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7

Ip, Wai Cheung. "Bootstrap methods in econometrics." Thesis, University of Leeds, 1991. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.292325.

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8

Kang, Long. "Three essays on financial econometrics and empirical finance." [Bloomington, Ind. ] : Indiana University, 2008. http://gateway.proquest.com/openurl?url_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:dissertation&res_dat=xri:pqdiss&rft_dat=xri:pqdiss:3344579.

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Thesis (Ph.D.)--Indiana University, Dept. of Economics, 2008.<br>Title from PDF t.p. (viewed on Oct 5, 2009). Source: Dissertation Abstracts International, Volume: 70-02, Section: A, page: 0642. Advisers: Pravin K. Trivedi; Konstantin Tyurin.
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9

Yan, Zizhong. "Three essays on econometrics and economics of education." Thesis, University of Warwick, 2017. http://wrap.warwick.ac.uk/91064/.

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This dissertation is a collection of three independent essays on econometrics and economics of education. The first chapter investigates how the Research Excellence Framework (REF) perceives the quality of economics journals. Exploiting aggregate information available in the published REF dataset, we propose a novel algorithm within an ordered probit framework that provides an effective recovery of underlying disaggregated outcomes (i.e. individual submission). The estimated results can be viewed as a directory for predicting the perception of journal quality for the REF 2014 exercise. In the
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10

Vougas, Dimitrios V. "Aspects of integration in econometrics." Thesis, University of Bristol, 1996. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.243693.

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11

Andrade, Isabel C. "Three essays in applied multivariate econometrics." Thesis, University of Southampton, 1993. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.241034.

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12

Gilbert, Christopher L. "The development of econometrics in Britain since 1945." Thesis, University of Oxford, 1988. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.253794.

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13

Abadir, Karim Maher. "Testing for and simulating with nonstationarity in econometrics." Thesis, University of Oxford, 1992. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.334940.

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14

Qin, Duo. "History of econometric thought (1930-1960) : the formation of econometrics." Thesis, University of Oxford, 1989. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.314446.

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15

Lopez, Bernardo Javier. "A post-Keynesian macroeconomic theory for equity markets in stock-flow consistent frameworks." Thesis, Kingston University, 2015. http://eprints.kingston.ac.uk/35862/.

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This thesis presents a theoretical framework for understanding the long-term behaviour of equity markets. The framework is informed by post-Keynesian theory. It highlights the importance of effective demand for equity valuation - alongside other post-Keynesian features such as a realistic institutional setup, the (in)efficiency of financial markets in pricing assets and the importance of income and wealth distribution for macroeconomic theory. In contrast to mainstream approaches dominated and constrained only by the logic of rational agents, a Stock-Flow Consistent (SFC) methodology is follow
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16

Kiefer, Hua. "Essays on applied spatial econometrics and housing economics." Columbus, Ohio : Ohio State University, 2007. http://rave.ohiolink.edu/etdc/view?acc%5Fnum=osu1180467420.

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17

Al-Hajeri, Sharifa. "The econometrics of demand systems with special reference to commodity group data for Bahrain." Thesis, University of Salford, 2002. http://usir.salford.ac.uk/26515/.

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The mam objective of this study is to estimate the demand relationships among commodity groups using Bahrain quarterly time series data for the period 1979- 98. Three main demand systems are presented and estimated, namely the Linear Expenditure Demand System (LES) which was introduced by Kelin-Rubin (1946-47) and developed by Stone (1953-54), the Rotterdam System (RM) which was introduced by Theil (1965) and Barten (1966), and the Almost Ideal Demand System (AIDS) introduced by Deaton and Muellbauer (1980). Also, the variables reflecting the effects of habit on purchases are incorporated into
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18

Migrow, Dimitri. "Essays on economics of information." Thesis, University of Warwick, 2015. http://wrap.warwick.ac.uk/80145/.

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This thesis consists of three chapters. In the first two chapters I study the optimal design of communication hierarchies between an uninformed decision maker and privately informed experts who have different preferences over decision maker's action. The motivation for the model described in the first two chapters comes from the fact that in organizations, a central problem is that much of the information relevant for decision making is dispersed among employees who are biased and may lack the incentives to communicate their information to the management. This paper studies how a manager can e
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19

Tao, Ji. "Spatial econometrics models, methods and applications /." Connect to this title online, 2005. http://rave.ohiolink.edu/etdc/view?acc%5Fnum=osu1118957992.

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Thesis (Ph. D.)--Ohio State University, 2005.<br>Title from first page of PDF file. Document formatted into pages; contains x, 140 p. Includes bibliographical references (p. 137-140). Available online via OhioLINK's ETD Center
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20

Su, Tong. "Three Chapters in Information Economics." Thesis, Toulouse 1, 2016. http://www.theses.fr/2016TOU10065/document.

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Ma thèse étudie le mécanisme de l’acquisition et de l’approvisionnement des informations. Il est appliqué à trois situations. Le premier chapitre (travaillé avec Georgy Lukyanov) développe un modèle dans lequel l’émetteur communique stratégiquement avec un groupe de récepteurs. Les gains des récepteurs dépendent des informations de l’émetteur. Ceci indique que, en dépit de la bienveillance de l’émetteur, le conflit des intérêts entre l’émetteur et les récepteurs apparaît de façon endogène à la présence de friction de la coordination. Par conséquent, l’équilibre de communication est imparfait :
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21

Park, Jeffrey. "Some Professionals Play Minimax: A Reexamination of the Minimax Theory in Major League Baseball." Scholarship @ Claremont, 2010. http://scholarship.claremont.edu/cmc_theses/31.

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This paper explores the behavior of Major League Baseball pitchers. We analyze the pitching data from 2007-2010 in order to determine whether their actions follow minimax play. We also examine what the OPS statistic tells us about a pitcher's value.
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22

Hebert, Benjamin. "Essays on Information and Debt." Thesis, Harvard University, 2015. http://nrs.harvard.edu/urn-3:HUL.InstRepos:17467323.

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These essays attempt to explain why debt contracts are so common, and to explore the consequences resulting from the use of debt contracts. In the first essay, “Moral Hazard and the Optimality of Debt,” I use tools from information theory to study a novel form of moral hazard, and show that debt contracts are the optimal security design in this setting. In the second essay, “Generalized Rational Inattention,” written with Michael Woodford, we develop a generalized version of rational inattention, based on an axiomatic characterization, using the same theorems employed in the first essay. In th
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23

Redlicki, Bartosz Andrzej. "Essays in information economics." Thesis, University of Cambridge, 2018. https://www.repository.cam.ac.uk/handle/1810/277513.

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This thesis consists of three essays in the field of information economics. The first essay studies manipulation of information by partisan media. The recent increase in partisan media has generated interest in what drives media outlets to become more partisan. I develop a model to study the role of diffusion of information by word of mouth. In the model, a media outlet designs an information policy, which specifies the level of partisan slant in the outlet’s news reports. The news spread via a communication chain in a population of agents with heterogeneous preferences. The slant has an impac
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24

Mulhern, Alan. "Theory of competitive advantage : small and medium size enterprise performance and inter-regional migration." Thesis, Kingston University, 2015. http://eprints.kingston.ac.uk/34709/.

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25

Yoon, Yeochang. "Essays on Information Economics." The Ohio State University, 2016. http://rave.ohiolink.edu/etdc/view?acc_num=osu1460549265.

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26

Shin, Dongsoo. "Essays in economics of information /." Thesis, Connect to this title online; UW restricted, 2001. http://hdl.handle.net/1773/7462.

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27

Dafnos, Stavros. "Five essays in applied economic theory and times series econometrics with applications to accounting and economics." Thesis, Brunel University, 2017. http://bura.brunel.ac.uk/handle/2438/15618.

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We employ some of the modern tools of economic theory and time series econometrics to consider a number of economic problems. The communication and coordination problems we study are relevant in accounting, business, economics and finance. The thesis begins by examining the behaviour of people and organisations, who are supposed to share a common goal. Then it considers the equilibriating mechanisms of behaviour by groups of economic agents, who usually have conflicting interests. We apply the tools of non-cooperative game theory, which constitutes a large part of modern economic theory. In th
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28

Atems, Bebonchu. "Essays in nonlinear macroeconomic modeling and econometrics." Diss., Kansas State University, 2011. http://hdl.handle.net/2097/11985.

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Doctor of Philosophy<br>Department of Economics<br>Lance J. Bachmeier<br>This dissertation consists of three essays in nonlinear macroeconomic modeling and econometrics. In the first essay, we decompose oil price movements into oil demand (stock market) shocks and oil supply (oil-market) shocks, and examine the response of the stock market to these shocks. We find that when oil prices are “net-increasing”, a stock market shock that causes the S&P 500 to rise by one percentage point will cause the price of oil to rise approximately 0.2 percentage points, with a statistically significant positiv
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29

Khan, Ghulam Yahya. "Applicability of neo-classical growth theory to the SAARC5 countries : an empirical assessment." Thesis, Kingston University, 2014. http://eprints.kingston.ac.uk/28781/.

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This thesis assesses the applicability of the neoclassical "Solow" growth model to the recent experience of the countries within the South Asian Association for Regional Cooperation (SAARC). The Solow growth model carries an implication that some key macroeconomic aggregates will grow at the same rate indicating a "balanced growth". Stochastic versions. of the model interpret balanced growth as stationarity of some so-called "great ratios". They include consumption/income and investment/income ratios, considered in Kuznets' seminal contribution (1942) for the US economy in the early twentieth
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30

Wang, Qinghai. "Portfolio trading and information transmission in securities markets : theory and evidence." Connect to resource, 2001. http://rave.ohiolink.edu/etdc/view.cgi?acc%5Fnum=osu1261316988.

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31

Regner, Tobias. "The economics of information goods : a contract theory analysis." Thesis, University of Bristol, 2005. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.409827.

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32

Redlicki, Jakub. "Essays on economics of information and incentives." Thesis, University of Oxford, 2017. http://ora.ox.ac.uk/objects/uuid:2b5e2d95-8256-4c44-8b8b-a912836a7ba5.

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The first chapter addresses a common presumption in organisational design that employees should not be given discretion about performance measures when offered performance pay. The concern is that they would make a self-serving choice, for example, one that allows them to boost their apparent performance by working on tasks which they find easy but bring little benefit to the company. I investigate this problem in a model in which the principal decides whether to delegate the choice of performance measure to an agent who is privately informed about the degree of substitutability of his effort
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33

Terovitis, Spyridon. "Essays in economics of information and optimal contracting." Thesis, University of Warwick, 2017. http://wrap.warwick.ac.uk/91827/.

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In the first chapter, I explore the problem of optimal contracting under delegation of information acquisition. I study a model where equity-holders of a fund delegate their portfolio allocation to a fund manager in an environment where: i) the expected return of the implemented portfolio depends on the ex-ante unknown future price of an asset, ii) the manager can acquire costly information about the future price, and iii) information acquisition is unobservable and unverifiable. I characterize the optimal contract which incentivizes the manager to obtain information and take the profit-maximi
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34

Fu, Wentao. "Essays on economics of information, contract and experimentation." Thesis, University of Warwick, 2018. http://wrap.warwick.ac.uk/103800/.

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This thesis consists of three chapters. In the first chapter, I explore a two-period economy with a three-tier hierarchy in which the principal without full commitment decides how and when to motivate a productive intermediary (agent one) to privately sub-contract and collaborate with another agent (agent two) on a project with uncertain quality. The dynamic moral hazard problem arises due to the agents’ hidden effort choice and the opportunity for future work. Besides free riding, the agent one’s exclusion and over-investment incentives need to be considered due to his private sub-contract op
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35

Adams, Abigail. "The nonparametric approach to demand analysis : essays in revealed preference theory." Thesis, University of Oxford, 2013. http://ora.ox.ac.uk/objects/uuid:d2a548aa-e720-4975-802b-e55d08dec9e6.

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This thesis comprises three principal essays, each of which provides a contribution to the literature on the nonparametric approach to demand analysis. In each essay, I develop novel techniques that follow in the revealed preference tradition, and apply them to tackle a series of questions that concern the mechanisms underlying consumer spending decisions. Each technique developed is tightly linked to a particular nonparametric theory of choice behaviour and is explicitly designed for use with a finite set of observations. My work draws heavily upon results from finite mathematics, into which
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36

Basu, Somnath. "Information, expectations and equilibrium: Trading volume hypotheses." Diss., The University of Arizona, 1990. http://hdl.handle.net/10150/185109.

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In analyses of the relationship between information and price-volume reactions, the role of investor expectations is often considered implicitly. Not allowing investors to either disagree among each other or remain uninformed is a consequence of the assumption of a free and perfect information flow. A more flexible definition of information allows the observation that trading volume is an accurate reflector of investor expectations and contains valuable information about price movements. Trading volume is also used to empirically show the effects of imperfect information and the inappropriaten
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37

Askira, Gelman I. "Studies on the informativeness, value, and cost, of information and information systems." Diss., The University of Arizona, 2003. http://hdl.handle.net/10150/289235.

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The widely used database technology and more recent developments in networking and Web technologies are encouraging diversity in the utilization of existing data. Data are now routinely pooled from multiple systems and physical locations, and integrated in creative ways for various decision-making purposes. From a managerial perspective, however, there are growing concerns in regard to the quality of the output information, and the economic justification of costly investments in such technologies. The major part of this dissertation addresses these concerns through formal studies on the qualit
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38

Pereda, Paula Carvalho. "Long-and short-run climate impacts on Brazil: theory and evidence for agriculture and health." Universidade de São Paulo, 2012. http://www.teses.usp.br/teses/disponiveis/12/12138/tde-15032013-163013/.

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Climate has relevant impacts on economic activities and human well-being. This study aims to contribute to the identification and measurement of these impacts on the agricultural markets and health. With regard to health, dengue fever - a climate-sensitive disease - is analyzed, as it affects thousands of Brazilians every year, generating large costs in both private and public markets (approximately US$800 million in Brazil in 2011). Thus, chapter 2 addresses the impact of climate on the risk of dengue fever in Brazil, modeling dengue incidence as a risk function estimated using count data mo
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39

Wadeson, Nigel. "The economics of sharing information and the theory of the firm." Thesis, University of Reading, 1998. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.245335.

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40

Lewis, Kurt Frederick. "Robustness and information processing constraints in economic models." Diss., University of Iowa, 2007. http://ir.uiowa.edu/etd/159.

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41

Manning, A. "Profitable private information in a capitalist economy." Thesis, University of Oxford, 1985. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.371684.

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42

Lorgen, Snorre. "On the relationship between information and environmental regulation." Thesis, University of Oxford, 1997. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.390357.

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43

Hahn, Jong-Hee. "Economic issues in the information and network industries." Thesis, University of Oxford, 2000. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.326834.

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44

Aleem, I. "Information, uncertainty and rural credit markets in Pakistan." Thesis, University of Oxford, 1985. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.482927.

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45

Foster, Andrew J. "Information, volatility and price discovery in oil futures markets." Thesis, Brunel University, 1994. http://bura.brunel.ac.uk/handle/2438/5871.

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This thesis presents four related empirical essays which investigate the role of information in crude oil futures markets. The first line of investigation examines the impact of futures trading on spot price volatility and finds that the nature of spot price volatility is affected by derivative trading and the improvements in information discovery which such trading brings. Second, the efficiency of futures markets is examined with respect to their ability to provide unbiased estimates of future spot prices. Here it is concluded that while unbiased estimates are generally provided in the long-
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46

Quinn, Simon R. "Bank credit and legal status in Moroccan manufacturing." Thesis, University of Oxford, 2010. http://ora.ox.ac.uk/objects/uuid:999e2006-bd8e-4902-9bd9-3c0d08f41e46.

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Moroccan manufacturing firms generally choose to incorporate under one of two legal forms: ‘Société Anonyme’ (SA) and ‘Société À Responsibilité Limitée’ (SARL). This thesis is about that choice and its consequence for firms’ access to bank overdraft facilities. In 2001, Morocco made a radical change to its company law regime: it replaced a company law dating from 19th-century France with modern standards of corporate governance and accountability. In Chapter One, I use the two-period FACS/ICA panel to analyse that reform and to evaluate its impact upon manufacturing firms’ access to bank credi
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47

Baldwin, Kenneth. "The economics of information and piecewise linear limited liability profit sharing contracts." Thesis, Loughborough University, 2000. https://dspace.lboro.ac.uk/2134/27586.

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This thesis makes a theoretical contribution to the design of profit-sharing contracts which maximise the surplus a principal extracts from an agency relationship, whereby a pay floor limits the liability of an agent in low profit states, and information is either unilaterally or bilaterally asymmetric.
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48

Frishammar, Johan. "Towards a theory of managing information in new product development." Doctoral thesis, Luleå : Luleå University of Technology, 2005. http://epubl.luth.se/1402-1544/2005/54.

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49

He, Wei. "Essays in economic theory." Diss., University of Iowa, 2016. https://ir.uiowa.edu/etd/3098.

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This thesis is composed of three chapters. Chapter 1 considers the existence of equilibria in games with complete information, where players may have non-ordered and discontinuous preferences. Chapter 2 studies the issues on the existence of pure and behavioral strategy equilibria in games with incomplete information and discontinuous payoffs. We consider the standard setting with Bayesian preferences as well as the case in which players may face ambiguity. Chapter 3 extends the classical results on the Walras-core existence and equivalence to an ambiguous asymmetric information economy, where
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50

Birks, D. F. "The development of a marketing information system in a charitable housing association." Thesis, University of Salford, 1987. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.381561.

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