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Essays in applied econometrics.
~
Sam, Abdoul Gadiry.
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Essays in applied econometrics.
紀錄類型:
書目-電子資源 : Monograph/item
正題名/作者:
Essays in applied econometrics./
作者:
Sam, Abdoul Gadiry.
面頁冊數:
110 p.
附註:
Source: Dissertation Abstracts International, Volume: 66-03, Section: A, page: 1105.
Contained By:
Dissertation Abstracts International66-03A.
標題:
Economics, Finance. -
電子資源:
http://pqdd.sinica.edu.tw/twdaoapp/servlet/advanced?query=3167252
ISBN:
0542025736
Essays in applied econometrics.
Sam, Abdoul Gadiry.
Essays in applied econometrics.
- 110 p.
Source: Dissertation Abstracts International, Volume: 66-03, Section: A, page: 1105.
Thesis (Ph.D.)--The University of Arizona, 2005.
The first essay of this dissertation studies the determinants and effects of firms' participation in a voluntary pollution reduction program (VPR) initiated by government regulators. This research presents empirical evidence in support of the "enforcement theory" for VPRs, which predicts that (1) participation is rewarded by relaxed regulatory scrutiny; (2) the anticipation of this reward spurs firms to participate in the program; and (3) the program rewards regulators with reduced pollution. The results also indicate that firms' VPR participation, and pollutant reductions themselves, were prompted by a firm's likelihood of becoming a boycott target and/or being subject to environmental interest group lobbying for tighter standards.
ISBN: 0542025736Subjects--Topical Terms:
626650
Economics, Finance.
Essays in applied econometrics.
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The first essay of this dissertation studies the determinants and effects of firms' participation in a voluntary pollution reduction program (VPR) initiated by government regulators. This research presents empirical evidence in support of the "enforcement theory" for VPRs, which predicts that (1) participation is rewarded by relaxed regulatory scrutiny; (2) the anticipation of this reward spurs firms to participate in the program; and (3) the program rewards regulators with reduced pollution. The results also indicate that firms' VPR participation, and pollutant reductions themselves, were prompted by a firm's likelihood of becoming a boycott target and/or being subject to environmental interest group lobbying for tighter standards.
520
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In the second essay, a nonparametric regression estimator which can accommodate two empirically relevant data environments is proposed. The first data environment assumes that at least one of the explanatory variables is discrete. In such an environment, a "cell" approach which estimates a separate regression for each discrete cell, has generally been employed. The second data environment assumes that one needs to estimate a set of regression functions that belong to different individuals. In both environments the proposed estimator attempts to reduce estimation error by incorporating extraneous data from the other individuals or "cells" when estimating the regression function for a given individual or "cell". The simulation results for the proposed estimator demonstrate a strong potential in empirical applications.
520
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In the third essay, the nonparametric approach proposed in the second essay is used to estimate the parameters of the short-term interest rate diffusion. The nonparametric estimators of the drift of the short rate proposed by Stanton (1997) and Jiang (1998) can produce spurious nonlinearities due to the persistent dependence and limited sampling period of interest rates. The simulations show that the proposed estimator significantly attenuates the spurious nonlinearities of Stanton's nonparametric estimator. An empirical study of the US term structure of interest rates is presented based on the proposed estimator and two other competing models. The results suggest that the estimation of the short rate diffusion parameters using additional data from yields of different maturities has significant economic implications on the valuation interest rate derivatives.
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http://pqdd.sinica.edu.tw/twdaoapp/servlet/advanced?query=3167252
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