Three Essays In Applied Econometrics

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Three Essays In Applied Econometrics
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Author : Yanjun Lin
language : en
Publisher:
Release Date : 2016
Three Essays In Applied Econometrics written by Yanjun Lin and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016 with Econometrics categories.
Three Essays In Applied Econometrics
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Author : Brian P. Poi
language : en
Publisher:
Release Date : 2002
Three Essays In Applied Econometrics written by Brian P. Poi and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2002 with categories.
Three Essays In Applied Econometrics With Applications To International Trade And Finance
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Author : Patrice Whitely
language : en
Publisher:
Release Date : 2007
Three Essays In Applied Econometrics With Applications To International Trade And Finance written by Patrice Whitely and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007 with Econometrics categories.
Three Essays In Applied Econometrics
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Author : Emel Oylum Yildirim
language : en
Publisher:
Release Date : 2011
Three Essays In Applied Econometrics written by Emel Oylum Yildirim and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011 with Accounts current categories.
This dissertation presents three essays which are linked by the use of econometric models to explain problems that are only explained descriptively in the literature. The first essay, statistically shows that a systematic measurement bias can significantly distort predictions obtained using an international accounting framework due to the sizable diversity of the parties involved in it. Once the measurement bias is taken into account, the average value gains on the US foreign asset and liability categories are estimated to be smaller, and no evidence is found on positive yield differential. The second essay estimates the value gains and the mismeasurement using data at multiple frequencies. The results show that positive sizable return differential is present after 2002. The third essay shows that the increasing availability of prescription opioids threatens sellers' profit margin since it is a close substitute for heroin and forces sellers to find alternative methods to compensate buyers in the case of a negative supply shock.
Three Essays On Applied Econometrics
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Author : Jinwen Xu
language : en
Publisher:
Release Date : 2014
Three Essays On Applied Econometrics written by Jinwen Xu and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014 with categories.
Three Essays In Applied Econometrics
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Author :
language : en
Publisher:
Release Date : 2013
Three Essays In Applied Econometrics written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013 with categories.
Three Essays In Applied Econometrics
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Author : Artur Minkin
language : en
Publisher:
Release Date : 2003
Three Essays In Applied Econometrics written by Artur Minkin and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2003 with categories.
Three Essays On Applied Econometrics
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Author : Thi Dieu Hang To
language : en
Publisher:
Release Date : 2010
Three Essays On Applied Econometrics written by Thi Dieu Hang To and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010 with categories.
This thesis consists of three main essays on applied econometrics, using time series and cross-sectional data. The first essay focuses on the issue of testing for Purchasing Power Parity (PPP). Given that the presence of transaction costs in trading implies a nonlinear adjustment process of real exchange rates towards PPP, the traditional tests for PPP using a linear framework may be inappropriate. The first essay models the dynamics of the adjustment towards PPP using a nonlinear exponential smooth transition autoregressive (ESTAR) process and tests for the validity of PPP in a nonlinear framework. Using quarterly data from 10 APEC countries, the study finds strong evidence of nonlinear stationary adjustment in real exchange rates. The primary contribution of this first essay is to provide evidence supporting PPP and resolve the inconclusiveness from previous empirical results in testing for PPP.
Three Essays In Health Econometrics
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Author : Juan Du
language : en
Publisher:
Release Date : 2008
Three Essays In Health Econometrics written by Juan Du and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008 with categories.
Three Essays In Applied Econometrics
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Author :
language : en
Publisher:
Release Date : 2015
Three Essays In Applied Econometrics written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015 with categories.