Students are very interested in lecture examples and class exercises involving data connected to the maiden voyage and the sinking of the liner Titanic. Information on the passengers and their fate can be used to explore relationships between various tests for differences in survival rates...

The demand for certain types of health care services depends on decisions of both the individual and the health care provider. This paper studies the conditions under which it is possible to separately identify the parameters driving the two decision processes using only count data on the total...

Students are interested in lecture examples and class exercises involving data connected to the maiden voyage and the sinking of the liner Titanic. Information on the passengers and their fate can be used to explore relationships between various tests for differences in survival rates between...

This thesis comprises four papers concerning trade durations and limit order book information. Paper [1], [2] and [4] study trader durations, e.g., the time between stock transactions in intra-day data. Paper [3] focus on the information content in the limit order book concerning future price...

This thesis consists of four papers concerning modelling of count data and tourism demand. For three of the papers the focus is on the integer-valued autoregressive moving average model class (INARMA), and especially on the INAR(1) model. The fourth paper studies the interaction between...

This paper investigates the test of joint significance for binary choice model with multiple integrated explanatory variables. It is found that for the widely used logit and probit models, even though the estimators have a different convergence rate under null hypothesis compared with the case...

The paper analyses the potential benefits of marketing cooperatives in Hungary, employing a transaction cost economics framework. We found that the purchased quantity, the existence of contracts, flexibility and trust are the most important factors farmers consider when selling their products...

The application of qualitative choice models is usually made by neglecting the analysis of autocorrelated and heteroscedastic errors. In the current paper, we aim to evaluate and mitigate the effects of violation of such a hypothesis using as example the modeling of confidence in industry in...

This paper analyzes spatial Probit models for cross sectional dependent data in a binary choice context. Observations are divided by pairwise groups and bivariate normal distributions are specified within each group. Partial maximum likelihood estimators are introduced and they are shown to be...

This paper investigates the spurious effect in forecasting asset returns when signals from technical trading rules are used as predictors. Against economic intuition, the simulation result shows that, even if past information has no predictive power, buy or sell signals based on the difference...