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Sequential analysis of duration data with application to "reemployment bonus" experiments

Bilias, Yannis - 1995

Suitable methodology and an asymptotic theory for the sequential analysis of time-to-event (duration) data is developed … on martingale theory. Instead a modern empirical process theory is used to deal with the underlying two …-dimensional character of the problem. A very general treatment of the large sample theory with minimum technicalities is made developed. …

Persistent link: https://www.econbiz.de/10009477675

Tax evasion and the demand for currency in developing countries: A panel study of African countries

Koyame, Mungbalemwe - 1996

The purpose of this dissertation is to empirically analyze the relationship between tax rates and tax evasion and to measure the magnitude of tax evasion in several African countries. I build a taxpayer behavioral model based on income tax evasion by combining the utility maximization approach...

Persistent link: https://www.econbiz.de/10009477685

Hypothesis testing when a nuisance parameter is identified only under the alternative hypothesis

Ra, Sungsup - 1993

When a nuisance parameter is unidentified under the null hypothesis, standard testing procedures cannot be applied due to the singularity of the information matrix. Probably best known examples are the problems of unknown change points and the mixtures of distributions in econometrics and...

Persistent link: https://www.econbiz.de/10009477686

Some aspects of modeling conditional heteroskedasticity: Theory and applications

Lee, Sangkyu - 1989

This dissertation concerns theoretical and empirical aspects of a class of conditionally heteroskedastic models. We apply the White's information matrix (IM) test to the linear regression model with autocorrelated errors. A special case of one component of the test is found to be identical to...

Persistent link: https://www.econbiz.de/10009477694

On estimating the score function and the choice of the smoothing parameter with applications to adaptive estimations

Ng, Tian Pin - 1989

Estimation of the derivative of the log density, or score, function is central to much of recent work on adaptive estimation of econometric models. Most existing score function estimation methods approach the problem by differentiating the logarithm of an estimated density function, such as the...

Persistent link: https://www.econbiz.de/10009477704

Market power and transportation price formation: Theory and an application to the captive shipper problem

Woock, Rodger Allan - 1990

We develop a spatial model of bulk commodity transportation price formation. The spatial transportation price model is first developed for the monopolist carrier. Then the model is extended to quantity-setting and price-setting duopolist carriers under incomplete cross-hauling. Measures...

Persistent link: https://www.econbiz.de/10009477715

Monetary regimes and macroeconomic policy: An empirical analysis of the Brazilian economy

Rocha, Fabiana Fontes - 1995

The third essay tests the power of monetary policy to reduce inflation under a fiscal dominance regime. The results … indicate an elasticity of real money demand with respect to expected inflation close to zero. In this case, given the … inflation is substantially reduced. Tight money can at most rearrange the timing of the inflation tax, obtaining a lower …

Persistent link: https://www.econbiz.de/10009477718

Essays on asset market and differential information economies

Koutsougeras, Leonidas C. - 1995

The inability of institutions in an economy to accommodate full diversification of risks is the key idea behind the incomplete asset markets and the differential information models. The interface between these classes of models, lies in the fact that both of them limit the degree of risk sharing...

Persistent link: https://www.econbiz.de/10009477721

Essays on bankruptcy and the resolution of financial distress

Longhofer, Stanley D. - 1995

That a firm's initial equityholders often emerge from Chapter 11 bankruptcy proceedings with more value than the absolute priority rule (APR) would suggest is now a generally accepted fact. The form in which this value is distributed, however, is less well understood. In particular, why do the...

Persistent link: https://www.econbiz.de/10009477765

Wages, growth and cycles in the Brazilian economy

Barros, Alexandre Ranos Coelho - 1991

Brazilian economic development is marked by the reproduction of a very unequal income distribution profile. This has been justified by theories which prescribe the optimal allocation of resources and full employment of factors of production. Supposedly, a higher rate of economic growth is...

Persistent link: https://www.econbiz.de/10009477772