In this dissertation various tests for parameter constancy in dynamic and non-Gaussian econometric models are studied. The emphasis of this dissertation is given to the moving-estimates (ME) and recursive-estimates (RE) tests because these two tests can be easily extended to models with...

In this thesis, I have examined the models of dynamic competitive behavior on trading information. This information can be seen as a cost reducing manufacturing technique of output. Assume that the value of information is nonincreasing in the number of information holders. For the analysis, two...

In Chapter 1, we present a model describing the control of a single public enterprise in a less developed country environment, through the imposition of an allocation scheme--consisting of an output target at a particular unit cost--by a central planner. We assume information asymmetry with a...

This dissertation concerns with some estimations of heteroskedastic models and tests for heteroskedasticity. We reconsider the minimum norm quadratic unbiased estimation (MINQUE) to obtain an alternative estimator of variance-covariance matrix in heteroskedastic models. We derive the analytical...

The purpose of this dissertation is to extend the communication model to a situation where the agent searches for pre-decision information with effort in his own self-interest. We first introduce the agency model that involves the agent's information-searching behavior, the choice of information...

The dissertation examines an informal financial institution in Cameroon: the Rotating Saving and Credit Association. Its describes the operational procedures. RoSCAs are associations formed by a core of individuals who willingly and regularly contribute periodically a fixed or variable amount to...

The aim of this research is to investigate the hypothesis that the government may have interfered with the functioning of the private sector in Brazil, through the economic phenomenon which has been referred to in the economic literature as the "crowding-out" effect.