Nonparametric methods for the estimation of the Levy density of a Levy process X are developed. Estimators that can be writtenin terms of the "jumps" of X are introduced, and so are discrete-data based approximations. A model selection approach made up oftwo steps is investigated. The first step...

This thesis is a collection of papers that use survey data to analyze expectations about macroeconomic variables and the way these expectations are formed. Using a new approach for modeling forecast errors in a structural way, we show that most of the individual forecasts in the Consensus survey...

In the first section, a firm with two servers must decide how to dynamically route arriving customers and allocate servers to two separate queues. The servers may work together or separately, and we provide insights into how the firm should optimally route customers and assign servers to queues....