Government statistical agencies often apply statistical disclosure limitation techniques to survey microdata to protect the confidentiality of respondents. There is a need for valid and practical ways to assess the protection provided. This paper develops some simple methods for disclosure...

This paper deals with the dimension reduction of high-dimensional time series based on common factors. In particular we allow the dimension of time series p to be as large as, or even larger than, the sample size n. The estimation of the factor loading matrix and the factor process itself is...

To complement the evidence-based practice paradigm, the authors argued for a core outcome measure to provide practice-based evidence for the psychological therapies. Utility requires instruments that are acceptable scientifically, as well as to service users, and a coordinated implementation of...

This article investigates the latest developments in longevity-risk modelling, and explores the key risk management challenges for both the financial and insurance industries. The article discusses key definitions that are crucial for the enhancement of the way longevity risk is understood,...

The idea of combining discrete-event simulation and system dynamics has been a topic of debate in the operations research community for over a decade. Many authors have considered the potential benefits of such an approach from a methodological or practical standpoint. However, despite numerous...

Small area estimation techniques typically rely on regression models that use both covariates and random effects to explain variation between the areas. However, such models also depend on strong distributional assumptions, require a formal specification of the random part of the model and do...

Cointegration has important implications for portfolio diversification. One of these is that in order to spread risk it is advisable to invest in markets that are not cointegrated. Over the last several decades communication technology has made the world a smaller place and hence cointegration...

AbstractWhen analysing medical or public health datasets, it may often be of interest to measure the time until a particular pre-defined event occurs, such as death from some disease. As it is known that the health status of individuals living within the same area tends to be more similar than...

This thesis explores the role of trade and trade liberalization policies on Tanzanian economy with special focus on the performance of agricultural sector. In terms of methodology, we first use parametric and non-parametric tests to evaluate the impact of liberalization policies on the growth...

Nigeria is one of the countries most affected by the HIV/AIDS pandemic, third only to India and South Africa. With about 10% of the global HIV/AIDS cases estimated to be in the country, the public health and socio-economic implications are enormous.This thesis has two broad aims: the first is to...