Most panel data studies of the predictability of returns presume that the cross-sectional units are independent, an assumption that is not realistic. As a response to this, the current paper develops block bootstrap-based panel predictability tests that are valid under very general conditions....

The semiconductor SnO2 is an important material to be used in different fields as the monitoring of air pollution, toxic gas and other applications as solar cells, optoelectronic devices, etc. The simulation method such as the generalized gradient approximation (GGA) of SnO2 is very interesting...

Experimental economics is the newest tool available to improve the research of economists. The first chapter reviews the methods that experimentation employs. The review is important for understanding the construction and running of experiments as well as the criticisms. The second chapter...

Ph. D.

Structural discrete choice dynamic programming models have been shown to be a valuable tool for analyzing a wide range of economic behavior. A major limitation on the complexity and applicability of these models is the computational burden associated with computing the high dimensional integrals...

The paper relates virtual dialogues about social simulation, with the implicit reference to Galieo\'s \'dialogues concerning two new sciences\'.

This paper examines occupational choices using a discrete choice model that accounts for the fact that self-reported occupation data is measured with error. Despite evidence from validation studies which suggests that there is a substantial amount of measurement error in self-reported...

The purpose of this paper is to review recently development methods of estimation of nonlinear fixed effects panel data models with reduced bias properties. We begin by describing fixed effects estimators and the incidental parameters problem. Next the explain how to construct analytical bias...