東華大學圖書館 |

語系: 繁體中文

說明(常見問題)

回圖書館首頁

手機版館藏查詢

登入

回首頁

切換: 標籤 | MARC模式 | ISBD

Three Essays in Econometrics.

Tuzcuoglu, Kerem.

FindBook

Google Book

Amazon

博客來

Three Essays in Econometrics.

紀錄類型:	書目-電子資源 : Monograph/item
正題名/作者:	Three Essays in Econometrics./
作者:	Tuzcuoglu, Kerem.
出版者:	Ann Arbor : ProQuest Dissertations & Theses, : 2017,
面頁冊數:	220 p.
附註:	Source: Dissertation Abstracts International, Volume: 78-09(E), Section: A.
Contained By:	Dissertation Abstracts International78-09A(E).
標題:	Economic theory. -
電子資源:	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.
LDR:01795nmm a2200289 4500 001 2158321
005 20180608130008.5
008 190424s2017 ||||||||||||||||| ||eng d
020 $a 9781369730807
035 $a (MiAaPQ)AAI10275911
035 $a (MiAaPQ)columbia:13976
035 $a AAI10275911
040 $a MiAaPQ $c MiAaPQ
100 1 $a Tuzcuoglu, Kerem. $3 3346141
245 1 0 $a Three Essays in Econometrics.
260 1 $a Ann Arbor : $b ProQuest Dissertations & Theses, $c 2017
300 $a 220 p.
500 $a Source: Dissertation Abstracts International, Volume: 78-09(E), Section: A.
500 $a Adviser: Serena Ng.
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.).
590 $a School code: 0054.
650 4 $a Economic theory. $3 1556984
690 $a 0511
710 2 $a Columbia University. $b Economics. $3 1673919
773 0 $t Dissertation Abstracts International $g 78-09A(E).
790 $a 0054
791 $a Ph.D.
792 $a 2017
793 $a English
856 4 0 $u http://pqdd.sinica.edu.tw/twdaoapp/servlet/advanced?query=10275911