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Three Essays in Econometrics.

Tuzcuoglu, Kerem.

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Three Essays in Econometrics.

Record Type:	Electronic resources : Monograph/item
Title/Author:	Three Essays in Econometrics./
Author:	Tuzcuoglu, Kerem.
Published:	Ann Arbor : ProQuest Dissertations & Theses, : 2017,
Description:	220 p.
Notes:	Source: Dissertation Abstracts International, Volume: 78-09(E), Section: A.
Contained By:	Dissertation Abstracts International78-09A(E).
Subject:	Economic theory. -
Online resource:	http://pqdd.sinica.edu.tw/twdaoapp/servlet/advanced?query=10275911
ISBN:	9781369730807

Three Essays in Econometrics.
Tuzcuoglu, Kerem.

Three Essays in Econometrics. - Ann Arbor : ProQuest Dissertations & Theses, 2017 - 220 p.

Source: Dissertation Abstracts International, Volume: 78-09(E), Section: A.

Thesis (Ph.D.)--Columbia University, 2017.

This dissertation contains both theoretical and applied econometric work. The applications are on finance and macroeconomics. Each chapter utilizes time series techniques to analyze dynamic characteristics of data. The first chapter is on composite likelihood (CL) estimation, which has gained a lot of attention in the statistics field but is a relatively new technique to the economics literature. I study its asymptotic properties in a complex dynamic nonlinear model and use it to analyze corporate bond ratings. The second chapter explores the importance of global food price fluctuations. In particular, I measure the effects of global food shocks on domestic macroeconomic variables for a large number of countries. The third chapter proposes a method to interpret latent factors in a data-rich environment. In the application, I find five meaningful factor driving the US economy. (Abstract shortened by ProQuest.).

ISBN: 9781369730807Subjects--Topical Terms:

1556984
Economic theory.

Three Essays in Econometrics.
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500 $a Source: Dissertation Abstracts International, Volume: 78-09(E), Section: A.
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502 $a Thesis (Ph.D.)--Columbia University, 2017.
520 $a This dissertation contains both theoretical and applied econometric work. The applications are on finance and macroeconomics. Each chapter utilizes time series techniques to analyze dynamic characteristics of data. The first chapter is on composite likelihood (CL) estimation, which has gained a lot of attention in the statistics field but is a relatively new technique to the economics literature. I study its asymptotic properties in a complex dynamic nonlinear model and use it to analyze corporate bond ratings. The second chapter explores the importance of global food price fluctuations. In particular, I measure the effects of global food shocks on domestic macroeconomic variables for a large number of countries. The third chapter proposes a method to interpret latent factors in a data-rich environment. In the application, I find five meaningful factor driving the US economy. (Abstract shortened by ProQuest.).
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