Cointegration analysis has led to equilibrium-correction econometric systems being ubiquitous. But in a non-stationary world subject to structural breaks, where model and mechanism differ, equilibrium-correction models are a risky device from which to forecast. Equilibrium shifts entail...

This study estimates the transfer efficiency of government payments on Canadian agriculture. Three measures of efficiency are used: (1) the capitalization of support into farmland values, (2) the rate of income stabilization, and (3) the effect of past government support on the variance of...

This paper offers an econometric methodology for the detection of self-organisational change (defined in terms of the presence of time irreversibility, structural change and fundamental uncertainty) in economic precesses that follow logistic diffusion growth paths in historical time. The...

The main objective of this PhD was to further develop Bayesian spatio-temporal models (specifically the Conditional Autoregressive (CAR) class of models), for the analysis of sparse disease outcomes such as birth defects. The motivation for the thesis arose from problems encountered when...

A novel procedure is described for accelerating the convergence of Markov chain Monte Carlo computations. The algorithm uses an adaptive bootstrap technique to generate candidate steps in the Markov Chain. It is efficient for symmetric, convex probability distributions, similar to multivariate...

This dissertation quantitatively evaluates selected labor market policies in a search-matching model with skill heterogeneity where high-skilled workers can take temporary jobs with skill requirements below their skill levels. The joint posterior distribution of structural parameters of the...

Diese Dissertation besteht aus vier eigenständigen Aufsätzen. Das erste Kapitel liefert eine Einleitung uns einen Literaturüberblick. Im zweiten Kapitel schätzen wir die Effekte eines geldpolitischen Schocks in einer Bayesianischen faktorerweiterten Vektorautoregression. Als ein...

Item Response Theory (IRT) models are the basis of modern educational measurement. In order to increase testing efficiency, modern tests make ample use of groups of questions associated with a single stimulus (testlets). This violates the IRT assumption of local independence. However, a set of...