Many medical studies involve modelling the relationship between an outcomevariable and a series of one or more continuous/interval scaled discrete explanatoryvariables. It is common practice in many of these studies for some, or indeed all, ofthe continuous/interval scaled discrete explanatory...

The stopping rules in sequential methods have posed a lot of difficulties inanalyzing the efficiencies of sequential procedures. The exact distributionsof the stopping points and the statistics related to those stopping rules arehardly available explicitly. Woodroofe (1976), (1977), Lai and...

The classical Black-Scholes analysis determines a unique, continuous, trading strategywhich allows one to hedge a financial option perfectly and leads to a unique pricefor the option. It assumes, however, that there are no transaction costs involved in implementingthis strategy, and the stock...

Technological devices such as mobile phones and laptop computers have created an immense demand for efficient and long lasting power sources such as Lithium-ion batteries. Key to improving the current generation of batteries is the understanding of Lithium based materials that are suitable for...

This thesis develops several Generalized Method ofMoments (GMM) estimators for analysing Not Missing at Random (NMAR) data, which is commonly referred to as the self-selection problem in an economic context. We extend the semiparametric estimation procedures of Ramalho and Smith (2003) to...

The aim of this thesis is to investigate Generalised Empirical Likelihood (GEL) and related informational theoretical methods for estimation and inference of parameters of models that satisfy unconditional and conditional moment restrictions. Three topics in this field are studied. Firstly, the...

This thesis is comprised of three pieces of research on moral hazard, reputation and market structure. In particular, following an opening discussion of previous literature, I explore the dynamic interaction between moral hazard and market structure in two distinct game theoretic settings and...

This thesis discusses issues arising in the analysis of repeated measurement studies with missing data. The first part of the thesis is motivated by a study where continuous and bounded longitudinal data form the outcome of interest. The aim of this study is to investigate the change over time...

This thesis is concerned with Bayesian forecasting and sequential estimation. The concept of multiple discounting is introduced in order to achieve parametric and conceptual parsimony. In addition, this overcomes many of the drawbacks of the Normal Dynamic Linear Model (DLM) specification which...

This thesis concerns theoretical and practical Bayesian modelling of multivariate time series. Our main goal is to intruduce useful, flexible and tractable multivariate forecasting models and provide the necessary theory for their practical implementation. After a brief review of the dynamic...