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1
Chen, Ya-Huei. "A study of freeze denaturation of proteins." Thesis, University of Oxford, 2000. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.365813.
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Westin, Lars. "Vintage models of spatial structural change." Doctoral thesis, Umeå universitet, Institutionen för nationalekonomi, 1990. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-73665.
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In the study a class of multisector network models, suitable for simulation of the interaction between production, demand, trade, and infrastructure, is presented. A characteristic feature of the class is a vintage model of the production system. Hence, the rigidities in existing capacities and the temporary monopolies obtainable from investments in new capacity at favourable locations are emphasized.As special cases, the class contains models in the modelling traditions of "interregional computable general equilibriunT, Hspatial price equilibrium**, "interregional input-output" and transportation networks.On the demand side, a multihousehold spatial linear expenditure system is introduced. This allows for an endogenous representation of income effects of skill-differentiated labour.The models are represented by a set of complementarity problems. This facilitates a comparison of model properties and the choice of an appropriate solution algorithm.The study is mainly devoted to single period models. Such equilibrium models are interpreted as adiabatic approximations of processes in continuous time. A separation by the time scale of the processes and an application of the slaving principle should thus govern the choice of endogenous variables in the equilibrium formulation.<br>digitalisering@umu
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Zeileis, Achim, Friedrich Leisch, Christian Kleiber, and Kurt Hornik. "Monitoring structural change in dynamic econometric models." SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, 2002. http://epub.wu.ac.at/1296/1/document.pdf.
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The classical approach to testing for structural change employs retrospective tests using a historical data set of a given length. Here we consider a wide array of fluctuation-type tests in a monitoring situation - given a history period for which a regression relationship is known to be stable, we test whether incoming data are consistent with the previously established relationship. Procedures based on estimates of the regression coefficients are extended in three directions: we introduce (a) procedures based on OLS residuals, (b) rescaled statistics and (c) alternative asymptotic boundaries. Compared to the existing tests our extensions offer better power against certain alternatives, improved size in finite samples for dynamic models and ease of computation respectively. We apply our methods to two data sets, German M1 money demand and U.S. labor productivity.<br>Series: Report Series SFB "Adaptive Information Systems and Modelling in Economics and Management Science"
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Zeileis, Achim, and Christian Kleiber. "Validating multiple structural change models. A case study." Institut für Statistik und Mathematik, WU Vienna University of Economics and Business, 2004. http://epub.wu.ac.at/584/1/document.pdf.
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In a recent article, Bai and Perron (2003, Journal of Applied Econometrics) present a comprehensive discussion of computational aspects of multiple structural change models along with several empirical examples. Here, we report on the results of a replication study using the R statistical software package. We are able to verify most of their findings; however, some confidence intervals associated with breakpoints cannot be reproduced. These confidence intervals require computation of the quantiles of a nonstandard distribution, the distribution of the argmax functional of a certain stochastic process. Interestingly, the difficulties appear to be due to numerical problems in GAUSS, the software package used by Bai and Perron.<br>Series: Research Report Series / Department of Statistics and Mathematics
5
Barth, Volker. "Integrated assessment of climate change using structural dynamic models." Hamburg : Max-Planck-Inst. für Meteorologie, 2003. http://deposit.ddb.de/cgi-bin/dokserv?idn=968535933.
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Zeileis, Achim, and Christian Kleiber. "Validating multiple structural change models. An extended case study." Institut für Statistik und Mathematik, WU Vienna University of Economics and Business, 2005. http://epub.wu.ac.at/280/1/document.pdf.
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In a recent article, Bai and Perron (2003, Journal of Applied Econometrics) present a comprehensive discussion of computational aspects of multiple structural change models along with several empirical examples. Here, we report on the results of a replication study using the R statistical software package. We are able to verify most of their findings; however, some confidence intervals associated with breakpoints cannot be reproduced. These confidence intervals require computation of the quantiles of a nonstandard distribution, the distribution of the argmax functional of a certain stochastic process. Interestingly, the difficulties appear to be due to numerical problems in GAUSS, the software package used by Bai and Perron.<br>Series: Research Report Series / Department of Statistics and Mathematics
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Zheng, Pingping. "Bayesian analysis of structural change in trend." Thesis, Nottingham Trent University, 2002. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.391001.
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Fröberg, Malvina. "Testing for Structural Change in Regression Models of Meat Consumption in Sweden." Thesis, Uppsala universitet, Tillämpad matematik och statistik, 2017. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-318686.
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Azam, Mohammad Nurul 1957. "Modelling and forecasting in the presence of structural change in the linear regression model." Monash University, Dept. of Econometrics and Business Statistics, 2001. http://arrow.monash.edu.au/hdl/1959.1/9152.
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黃少軍 and Shaojun Huang. "Service sector development, structural change, and economic growth: international experriences and implicationsfor China." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2001. http://hub.hku.hk/bib/B31241815.
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Zeileis, Achim, Friedrich Leisch, Kurt Hornik, and Christian Kleiber. "strucchange. An R package for testing for structural change in linear regression models." SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, 2001. http://epub.wu.ac.at/1124/1/document.pdf.
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This paper introduces ideas and methods for testing for structural change in linear regression models and presents how these have been realized in an R package called strucchange. It features tests from the generalized fluctuation test framework as well as from the F test (Chow test) framework. Extending standard significance tests it contains methods to fit, plot and test empirical fluctuation processes (like CUSUM, MOSUM and estimates-based processes) on the one hand and to compute, plot and test sequences of F statistics with the supF, aveF and expF test on the other. Thus, it makes powerful tools available to display information about structural changes in regression relationships and to assess their significance. Furthermore it is described how incoming data can be monitored online.<br>Series: Report Series SFB "Adaptive Information Systems and Modelling in Economics and Management Science"
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Kleiber, Christian, Kurt Hornik, Friedrich Leisch, and Achim Zeileis. "strucchange: An R Package for Testing for Structural Change in Linear Regression Models." American Statistical Association, 2002. http://epub.wu.ac.at/4001/1/strucchange.pdf.
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This paper reviews tests for structural change in linear regression models from the
generalized fluctuation test framework as well as from the F test (Chow test) framework.
It introduces a unified approach for implementing these tests and presents how these ideas
have been realized in an R package called strucchange. Enhancing the standard significance
test approach the package contains methods to fit, plot and test empirical fluctuation
processes (like CUSUM, MOSUM and estimates-based processes) and to compute, plot and
test sequences of F statistics with the supF, aveF and expF test. Thus, it makes powerful
tools available to display information about structural changes in regression relationships
and to assess their significance. Furthermore, it is described how incoming data can be
monitored.
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Pereira, Manuel Bernardo Videira Coutinho Rodrigues. "Effects of fiscal policy: measurement issues and structural change." Doctoral thesis, Instituto Superior de Economia e Gestão, 2011. http://hdl.handle.net/10400.5/3431.
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Doutoramento em Economia<br>Considerable uncertainty surrounds the macroeconomic effects of fiscal policy. The re-search presented in this dissertation firstly aims at improving on the methods used to measure such effects - which feature vector autoregressions (VARs) as the basic tool. The investigation is partly carried out using structural VARs. The methodological innova¬tions in that part concern the joint identification of fiscal shocks vis-a-vis monetary policy shocks and the estimation of a model with time-varying parameters using a non-recursive identification scheme. I also use reduced-form VARs to assess the effects of a novel shock measure, derived from budget forecasts, that is arguably free of anticipatory movements. The second aim of the dissertation is to present empirical results for the US, focusing on the way the impacts of the government budget on the economy have changed over time. The thesis is divided into three essays. In the first one, I present evidence that taxes and transfers were the most important force attenuating the severity of recessions up to the eighties, surpassing the role of monetary policy. Fiscal policy has, however, become less effective in stimulating output in the course of the last decades. The findings in the second and the third essays corroborate this conclusion. Such a change in effectiveness is particularly marked for the shock measure that is relatively unaffected by anticipation, which features multipliers with non-conventional signs in the recent period. In general, these findings call for more research on the factors that intervene in the transmission mechanism of fiscal policy and can bring about important variation in its impacts.
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Huang, Huilin. "Modelling structural change in the U.S. demand for meat." Thesis, Virginia Tech, 1991. http://hdl.handle.net/10919/42003.
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Recent empirical research on meat demand has debated whether or not
the effects of changing meat prices can explain all the observed changes
in meat consumption patterns. This thesis provides a framework for
modelling and testing for structural change using three commonly used
demand system -- a linear demand system, an inverse demand system, and
the Almost Ideal Demand System (AIDS). Emphasis is placed on the
statistical adequacy of the models. Two specific issues are carefully
addressed: consumer concern for cholesterol and its effect on meat
demand, and the dynamics of adjustment in meat consumption.
<p>When modelling the demand for beef, pork, chicken and turkey, none
of the three demand systems are found to be statistically adequate, and
consequently, cannot be used to address structural change issues for
these particular data and commodities. The AIDS models are re-estimated
in an attempt to model the demand for beef, pork, chicken and fish
instead of turkey. The dynamic versions of the AIDS models using either
a gradual shift spline path, a Farley-Hinich path, a variable measuring
cholesterol awareness, or the log of the cholesterol awareness variable
are all statistically adequate. Likelihood ratio tests on these models
indicate that structural change has occurred. The significance of the
cholesterol variable in the demand models indicates that health concern
is an important factor in meat purchasing decisions.<br>Master of Science
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Zeileis, Achim, Ajay Shah, and Ila Patnaik. "Testing, monitoring, and dating structural changes in maximum likelihood models." Department of Statistics and Mathematics, WU Vienna University of Economics and Business, 2008. http://epub.wu.ac.at/1224/1/document.pdf.
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A unified toolbox for testing, monitoring, and dating structural changes is provided for likelihood-based regression models. In particular, least-squares methods for dating breakpoints are extended to maximum likelihood estimation. The usefulness of all techniques is illustrated by assessing the stability of de facto exchange rate regimes. The toolbox is used for investigating the Chinese exchange rate regime after China gave up on a fixed exchange rate to the US dollar in 2005 and tracking the evolution of the Indian exchange rate regime since 1993.<br>Series: Research Report Series / Department of Statistics and Mathematics
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Li, Fuchun. "Testing for and dating structural change in econometric models and nonparametric methods in finance." Thesis, National Library of Canada = Bibliothèque nationale du Canada, 2000. http://www.collectionscanada.ca/obj/s4/f2/dsk1/tape3/PQDD_0017/NQ58145.pdf.
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Lama, Salomon Abraham. "Digital State Models for Infrastructure Condition Assessment and Structural Testing." Diss., Virginia Tech, 2017. http://hdl.handle.net/10919/84502.
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This research introduces and applies the concept of digital state models for civil infrastructure condition assessment and structural testing. Digital state models are defined herein as any transient or permanent 3D model of an object (e.g. textured meshes and point clouds) combined with any electromagnetic radiation (e.g., visible light, infrared, X-ray) or other two-dimensional image-like representation. In this study, digital state models are built using visible light and used to document the transient state of a wide variety of structures (ranging from concrete elements to cold-formed steel columns and hot-rolled steel shear-walls) and civil infrastructures (bridges). The accuracy of digital state models was validated in comparison to traditional sensors (e.g., digital caliper, crack microscope, wire potentiometer). Overall, features measured from the 3D point clouds data presented a maximum error of ±0.10 in. (±2.5 mm); and surface features (i.e., crack widths) measured from the texture information in textured polygon meshes had a maximum error of ±0.010 in. (±0.25 mm). Results showed that digital state models have a similar performance between all specimen surface types and between laboratory and field experiments. Also, it is shown that digital state models have great potential for structural assessment by significantly improving data collection, automation, change detection, visualization, and augmented reality, with significant opportunities for commercial development. Algorithms to analyze and extract information from digital state models such as cracks, displacement, and buckling deformation are developed and tested. Finally, the extensive data sets collected in this effort are shared for research development in computer vision-based infrastructure condition assessment, eliminating the major obstacle for advancing in this field, the absence of publicly available data sets.<br>Ph. D.
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Barth, Volker [Verfasser]. "Integrated assessment of climate change using structural dynamic models / Max-Planck-Institut für Meteorologie. Von Volker Barth." Hamburg : Max-Planck-Inst. für Meteorologie, 2003. http://d-nb.info/968535933/34.
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Muhsal, Birte Chantal Simone [Verfasser]. "Change-Point Methods for Multivariate Autoregressive Models and Multiple Structural Breaks in the Mean / Birte Chantal Simone Muhsal." Karlsruhe : KIT-Bibliothek, 2013. http://d-nb.info/1036681300/34.
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Maerten-Rivera, Jaime. "A Comparison of Modern Longitudinal Change Models with an Examination of Alternative Error Covariance Structures." Scholarly Repository, 2010. http://scholarlyrepository.miami.edu/oa_dissertations/376.
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The purpose of this research was to compare results from two approaches to measuring change over time. The multilevel model (MLM) and latent growth model (LGM) were imposed and the parameter estimates were compared, along with model fit. The study came out of education and used data collected from 191 teachers as part of a professional development intervention in science, which took place over four years. There were missing data as a result of teacher attrition. Teachers reported use of reform-oriented practices (ROP) was used as the outcome, and teacher-level variables were examined for their impact on initial ROP and change in ROP from baseline to one year after the intervention. Change in ROP was examined using a piecewise change model where two linear slopes were modeled. The first slope estimated the change from baseline to T1, or the initial change after the intervention while the second slope estimated the change from T1 to T3, or the secondary change. Parameter estimates obtained from MLM and LGM for a model using the error covariance structure commonly assumed in MLM (i.e., random slopes, homogeneous level-1 variance) were nearly identical. Models with various alternative covariance structures (commonly associated with the LGM framework) were examined, and results were nearly identical. Most of the model fit information was in agreement regarding the best fitting model being the model that assumed the typical MLM error covariance structure with the exception of the standardized root mean square residual (SRMR) fit index. The results from the models demonstrated that ROP increased after participating in the first year of the intervention and this level was sustained, though did not increase significantly in subsequent years. There was more variation in ROP at baseline. This information tells us that the intervention was successful in that after participating in the intervention the teachers' used ROP more frequently. The success of the intervention did not depend on any of the predictors that we assessed, and, as a group, the teachers became more similar in their use of reform-oriented practices over time.
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Vikström, Peter. "The big picture : a historical national accounts approach to growth, structural change and income distribution in Sweden 1870-1990." Doctoral thesis, Umeå universitet, Institutionen för ekonomisk historia, 2002. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-59808.
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One fundamental point of departure for this thesis is the importance of addressing all three basic economic research questions: what is produced, with what and for whom and including them in the discussion regarding long-term macroeconomic performance. This could also be stated as that a consistent historical national accounts approach where both aspects of production and distribution are included can significantly enhance the research on macroeconomic historical issues. Built upon this foundation, the objective of this thesis is twofold. To begin with, the objective includes the broadening of the empirical database of the Swedish historical national accounts (SHNA) with accounts for the process involving the horizontal distribution of income. The second objective of this thesis consists of conducting analyses of the Swedish macroeconomic development using the extended database of the SHNA. An important aspect of the analytical objective involves the exploration of methods that had not widely been applied in Swedish economic historical research. Thus, great emphasis is placed on the methodology used in the analyses of macroeconomic development. These two main objectives forni the disposition of the thesis. The first empirical part consists of work with income accounts in the SHNA. This work has resulted in the establishment of a set of income accounts concurring with the procedure recommended in the contemporary national accounting system. In the second part of the thesis, selected macroeconomic issues are examined using the extended SHNA database. The first analysis consists of a closer examination of the presence of periodization patterns in Swedish growth and structural change. In this chapter an analysis based on structural time series models is applied to the SHNA series. The main results of this chapter is that the time series on growth and structural change reveal a pattern that not unconditionally is consistent with the prevailing periodisation pattern recognised in Swedish economic-historical research. Instead, the development pattern reveals features found in international research. The next analysis is concerned with the role of specific institutions for contributing to the slow-down in growth that occurred from the late 1960s and throughout the 1970s and 1980s. In this chapter the importance of the corporate tax system, investment funds and the public pension funds for the efficiency of the resource allocation process is examined. The hypothesis that is examined is that these institutional arrangements altered the distribution of income in such a way that the investment allocation was disturbed and thereby leading to inefficiencies that affected long-term growth negatively. This hypothesis is supported by empirical evidence on changes in the income distribution and changes in long-term rates of growth and structural change. Thus, the investigated institutional arrangements to a certain extent had a negative effect on the Swedish economic performance during the 1960s to the 1980s. In the final analytical chapter, the objective is mainly methodological. Here, the focus is on the potential application of CGE-models as a tool for examining Swedish macroeconomic history. A fairly straightforward CGE-model is formulated for the period 1910 to 1930 and estimated using the broadened SHNA. The predictions of the model are evaluated against the actual historical development in order to assess the performance of the model. As the model formulated in this chapter generates accurate prediction of the main macroeconomic indicators, it is subsequently used in a counterfactual analysis of the impact of total factor productivity growth on the overall growth performance. In summary, the thesis demonstrates that much can be achieved in the research on the Swedish macroeconomic development by utilizing new theoretical approaches and applying state of the art analysis methods as a complement to the structural analytical research that has been conducted previously. However, much research is still required, especially on the improvement of the macroeconomic database where one priority is to create detailed and consistent input-output tables and social accounting matrices.<br>digitalisering@umu
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Guillard, Charlotte. "Rethinking economic growth and structural change : the role of boundaries and linkages between industries." Thesis, Strasbourg, 2019. http://www.theses.fr/2019STRAB022.
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Le développement économique est associé à des changements des structures de production et d'exportation. Chaque pays maîtrise un ensemble de capacités, c'est-à-dire un ensemble de tâches et de connaissances nécessaires à la réalisation de certains produits. La maîtrise de capacités supplémentaires permet aux pays de produire des produits ou des technologies plus complexes. Comprendre le développement économique implique de comprendre comment les pays peuvent ajouter de nouveaux produits à leur panier de production et d'exportation et développer des industries particulières. Chaque industrie a des caractéristiques spécifiques en termes de capacités,de technologies et de connaissances et en termes de nature de leur production. Dans cette thèse, je fournis des évidences empiriques de l'importance des frontières et des liens entre les industries pour comprendre le changement structurel et la dynamique de la croissance économique. Le chapitre 2 propose une nouvelle méthodologie pour identifier les patrons d'organisation des industries et leur évolution dans le temps. Pour ce faire, j'analyse la structure de cluster du réseau de produits construit à partir de données d'exportation. Les résultats montrent que les produits se regroupent selon différents facteurs : leur complexité et leurs domaines technologiques, l'abondance de main-d’œuvre peu qualifiée ou des ressources naturelles dont ils ont besoin, ainsi que les chaînes de valeur mondiales et l'intégration verticale de leur processus de production. De plus, les résultats montrent que les domaines technologiques et les frontières entre les industries ne sont pas toujours clairs et peuvent évoluer avec le temps.Dans le chapitre 3, j'étudie la dynamique de la croissance économique en examinant les caractéristiques et les déterminants des transitions entre les différents régimes de croissance à moyen terme (croissance rapide, croissance lente et récession) en utilisant un modèle semi-markovien. Les résultats indiquent que l'effet du secteur manufacturier sur la croissance économique est loin d'être uniforme et que la mesure de la structure économique importe également. De plus, les clusters de produits ayant une intensité technologique similaire jouent un rôle différent dans la dynamique de la croissance, et les chaînes de valeur mondiales (CVM) peuvent expliquer certaines de ces différences. En outre, bien que l'industrie textile soit souvent considérée comme un tremplin vers l'industrialisation, dans cette étude, l'effet de ce cluster est négatif dans de nombreux cas. Enfin, cette analyse met en évidence la présence de «pièges de récession», largement induits par une plus grande spécialisation des clusters manufacturiers basés sur les ressources naturelles. Les différences entre les industries affectent non seulement le processus de croissance du fait d’écarts de productivité, mais aussi à travers la stimulation qu'elles fournissent au reste de l’économie par le biais de liens en amont et en aval. Le chapitre 4 examine l'impact des interconnexions entre les industries sur les performances économiques, en se concentrant sur la dynamique de la demande (c'est-à-dire les liens en amont). L’assouplissement de deux hypothèses fortes associées au calcul traditionnel du multiplicateur de production permet d'estimer le degré de réponse aux chocs de demande des industries fournisseurs. Les résultats montrent qu'il existe des différences significatives entre les industries et les pays. Les industries manufacturières, et en particulier les biens de consommation finale, ont tendance à être moins sensibles aux chocs de la demande par rapport aux services. Des différences importantes sont également observées entre les pays, car les industries manufacturières des pays développés ont tendance à être moins sensibles aux chocs de la demande que dans les pays en développement<br>Economic development is associated with changes in production and export structures. Each country masters a set of capabilities, i.e. a set of tasks and knowledge necessary for the realization of some products. Mastering additional capabilities allows countries to produce more complex products or technologies. Understanding economic development involves understanding how countries can add new products to their production and export basket and develop particular industries. Each industry has specific characteristics in terms of capabilities, technologies and knowledge and in terms of the nature of their production. In this thesis, I provide empirical evidence of the importance of both boundaries and linkages between industries to understand structural change and the dynamics of economic growth. Chapter 2 proposes a new methodology for identifying patterns of organization of industries and their evolution over time. To do this, I analyze the cluster structure of the product network built from export data. Results show that products cluster according to different factors: their complexity and technological domains, the abundance of low-skilled labor or of natural resources they require, as well as global value chains and vertical integration of their production process. Moreover, I find that technological domains and boundaries between industries are not always clear-cut and can evolve over time. In chapter 3, I study the dynamics of economic growth by examining the characteristics and determinants of transitions between different medium-term growth regimes (rapid growth, slow growth and recession) using a semi-Markov framework. Results indicate that the effect of the manufacturing sector on economic growth is far from uniform and that the measure of economic structure also matters. In addition, clusters with similar technological intensity play a different role in the dynamics of growth, and, global value chains (GVCs) may explain some of these differences. Furthermore, although the textile industry is often seen as a steppingstone to industrialization, in this study the effect of this cluster is negative in many cases. Finally, this analysis highlights the presence of “recession traps”, which are largely driven by a greater specialization natural resources-based manufacturing clusters. Differences between industries affect not only the growth process through productivity gaps, but also the stimulation they provide to the rest of the economy through upstream and downstream linkages. Chapter 4 examines the impact of inter-industry interconnections on economic performance,focusing on demand dynamics (i.e. backward linkages). I relax two strong assumptions associated with the traditional calculation of the output multiplier, which makes it possible to estimate the degree of response to demand shocks from the supplying industries. Results show that there are significant differences across industries and countries. Manufacturing industries, and in particular final consumer goods ones, tend to be less responsive to shocks in demand relative to services. Significant differences are also observed between countries since manufacturing industries in developed countries tend to be less sensitive to demand shocks than in developing countries
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Ameen, Masood, and Mini Jacob. "Complexity in Projects : A Study of Practitioners’ Understanding of Complexity in Relation to ExistingTheoretical Models." Thesis, Umeå University, Umeå School of Business, 2009. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-18376.
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<p>In the last three decades, complexity theory has gained a lot of importance in several scientific disciplines like astronomy, geology, chemistry etc. It has slowly extended its usage in the field of project management. While trying to understand the managerial demands of modern day projects and the different situations faced in projects, the term ‘complexity’ is progressively becoming a benchmark term. In the recent past some of the challenging projects that have been completed are the Heathrow Terminal 5 and the construction of venues for the Beijing Olympics. But can we call these projects complex?It is probably too simplistic to classify projects as complex or non-complex. What is particularly important is to identify the source of the complexity, the level and also the implications of the complexity. Several academicians have studied the different dimensions and established different classifications of complexity. These are put together into models of complexity.But is this classification well-grounded in reality? This is what we aim to explore through this research. The specific questions that we wish to explore by conducting this research are:</p><ul><li>How does the understanding of project complexity in actuality conform to the theoretical complexity models?</li></ul><p>In an effort to answer the primary question, our study will also throw some light on factors of complexity across different sectors. We hope that this distinction will pave way for further research within these sectors. This now brings us to our sub-question:- How do the factors that contribute to complexity compare across different sectors?At the outset of this research, the literature on complexity was reviewed. An attempt was made to understand what complexity means with a focus on the field of project management.It was observed that there is a new wave of thinking in this field and a camp which believes that regular project management tools and techniques cannot be used for complex projects.</p><p>This has drawn several academicians to generate models of complexity based on various factors. In this research we have focused on some important models like that of Turner and Cochrane, Ralph Stacey, Terry Williams, Kahane and Remington and Pollack. We have tried to see if any of these models fit in with how practitioners understand complexity.To find out how practitioners comprehend complexity, we followed a grounded theory approach and also used quantitative methods to supplement the results in accordance in a mixed methodology. Semi-structured interviews were carried out with nine project managers from different sectors and different geographical locations. The interviews were analyzed and the data was broken down to different categories referred to as open coding where labelling was done. This was followed by Axial coding where we describe the properties and build relations between these categories. The final stage is selective coding where the emerged theory is integrated and refined.Quantitative data was collected through a short questionnaire which listed out some factors which could cause or lead to complexity in projects. A total of 29 responses were obtained for the questionnaires. By analyzing this data we were able to determine the factors that project managers thought caused complexity in projects. A new dimension was also added by analyzing it sector-wise. Since we collected data from two different sources, via interviews and through questionnaires, it gave us the opportunity to triangulate the findings. Wesincerely hope that this piece of work will pave way for future research on similar areas like models of complexity and perception of complexity in project management</p>
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Eklöf, Jan A. "Varying data quality and effects in economic analysis and planning." Doctoral thesis, Handelshögskolan i Stockholm, Ekonomisk Statistik (ES), 1992. http://urn.kb.se/resolve?urn=urn:nbn:se:hhs:diva-903.
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Economic statistics are often taken as given facts, assumed to describe exactly, actual phenomena in society. Many economic series are published in various forms from preliminary, via revisions to definitive estimates. Preliminary series are issued for a number of central economic processes in order to allow for rapid, up-to-date signals. This dissertation focuses on qualitative aspects of available data, and effects of possible inaccuracy when data are used for economic modelling, analysis and planning. Four main questions are addressed: How to characterize quality of data for central economic time series? What effects may possible inaccuracies in data have when used in econometric modelling? What effects do inaccuracies and errors in data have when models are used for economic analysis and planning? Is it possible to specify a criterion for deciding the cost-effective quality of data to be produced as input for economic policy analysis? The various realizations of economic variables often show considerable systematic as well as stochastic discrepancies for the same quantity. Preliminary series are generally found to be of questionable quality, but still considerably better than simple trend forecasts. Compared with the situation in a few other industrialized countries, the variability of Swedish economic statistics is, though, not extraordinary. Illustrations of effects of using inaccurate data, especially of combining preliminary, revised and definitive observations in the same model, are presented. Such inconsistent combinations of various realizations are in actual fact found in many open sources. Inclusion of preliminary series tends to indicate stronger changes in the economy than when definite observations are used throughout. The study is concluded with a section on cost-benefit aspects of economic statistics, and a sketch model for appraising data of variable quality is proposed.<br>Diss. Stockholm : Handelshögsk.
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López, Buenache Germán. "Essays on Forecasting Methods and Monetary Policy Evaluation." Doctoral thesis, Universidad de Alicante, 2015. http://hdl.handle.net/10045/50225.
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Stuart, Graeme. "Monitoring energy performance in local authority buildings." Thesis, De Montfort University, 2011. http://hdl.handle.net/2086/4964.
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Energy management has been an important function of organisations since the oil crisis of the mid 1970’s led to hugely increased costs of energy. Although the financial costs of energy are still important, the growing recognition of the environmental costs of fossil-fuel energy is becoming more important. Legislation is also a key driver. The UK has set an ambitious greenhouse gas (GHG) reduction target of 80% of 1990 levels by 2050 in response to a strong international commitment to reduce GHG emissions globally. This work is concerned with the management of energy consumption in buildings through the analysis of energy consumption data. Buildings are a key source of emissions with a wide range of energy-consuming equipment, such as photocopiers or refrigerators, boilers, air-conditioning plant and lighting, delivering services to the building occupants. Energy wastage can be identified through an understanding of consumption patterns and in particular, of changes in these patterns over time. Changes in consumption patterns may have any number of causes; a fault in heating controls; a boiler or lighting replacement scheme; or a change in working practice entirely unrelated to energy management. Standard data analysis techniques such as degree-day modelling and CUSUM provide a means to measure and monitor consumption patterns. These techniques were designed for use with monthly billing data. Modern energy metering systems automatically generate data at half-hourly or better resolution. Standard techniques are not designed to capture the detailed information contained in this comparatively high-resolution data. The introduction of automated metering also introduces the need for automated analysis. This work assumes that consumption patterns are generally consistent in the short-term but will inevitably change. A novel statistical method is developed which builds automated event detection into a novel consumption modelling algorithm. Understanding these changes to consumption patterns is critical to energy management. Leicester City Council has provided half-hourly data from over 300 buildings covering up to seven years of consumption (a total of nearly 50 million meter readings). Automatic event detection pinpoints and quantifies over 5,000 statistically significant events in the Leicester dataset. It is shown that the total impact of these events is a decrease in overall consumption. Viewing consumption patterns in this way allows for a new, event-oriented approach to energy management where large datasets are automatically and rapidly analysed to produce summary meta-data describing their salient features. These event-oriented meta-data can be used to navigate the raw data event by event and are highly complementary to strategic energy management.
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Saint-Cyr, Legrand Dunold Fils. "Prise en compte de l’hétérogénéité inobservée des exploitations agricoles dans la modélisation du changement structurel : illustration dans le cas de la France." Thesis, Rennes, Agrocampus Ouest, 2016. http://www.theses.fr/2016NSARE043/document.
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Le changement structurel en agriculture suscite beaucoup d’intérêt de la part des économistes agricoles ainsi que des décideurs politiques. Pour prendre en compte l’hétérogénéité du comportement des agriculteurs, une approche par les modèles de mélange de chaînes de Markov est appliquée pour la première fois en économie agricole pour analyser ce processus. La performance de cette approche est d’abord testée en utilisant une forme simplifiée du modèle, puis sa forme générale est appliquée pour étudier l’impact de certaines mesures de politique agricole. Pour identifier les principaux canaux d’interdépendance entre exploitations voisines dans les processus du changement structurel, une approche de mélange non-Markovienne a été appliquée pour modéliser la survie et l’agrandissement des exploitations agricolesTrois principales conclusions découlent de cette thèse. Tout d’abord, la prise en compte de l’hétérogénéité dans les processus de transition des exploitations agricoles permet de mieux représenter le changement structurel et conduit à des prédictions plus précises de la distribution des exploitations, comparé aux modèles généralement utilisés jusqu’ici. Deuxièmement, l’impact des principaux facteurs du changement structurel dépend lui aussi des types non-observables d’exploitations mis en évidence. Enfin, le cadre du modèle de mélange permet également de révéler différents types de relations inobservées entre exploitations voisines qui contribuent au changement structurel observé à un niveau global ou régional<br>Structural change in farming has long been the subject of considerable interest among agricultural economists and policy makers. To account for heterogeneity in farmers’ behaviours, a mixture Markov modelling framework is applied to analyse this process for the first time in agricultural economics. The performance of this approach is first investigated using a restrictive form of the model, and its general form is then applied to study the impact of some drivers of structural change, including agricultural policy measures. To identify channels through which interdependency between neighbouring farms arises in this process, the mixture modelling approach is applied to analyse both farm survival and farm growth. The main conclusions of this thesis are threefoldFirstly, accounting for the generally unobserved heterogeneity in the transition process of farms allows better representing structural change in farming and leads to more accurate predictions of farm-size distributions than the models usually used so far. Secondly, the impacts of the main drivers of structural change themselves depend on the specific unobservable farm types which are revealed by the model. Lastly, the mixture modelling approach enables identifying different unobserved relationships between neighbouring farms that contributes to the structural change observed at an aggregate or regional level
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Niang, Abdou-Aziz. "Croissance et convergence des pays de la zone CFA : une étude par les données de panel non stationnaires." Phd thesis, Université de Bourgogne, 2011. http://tel.archives-ouvertes.fr/tel-00834421.
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Les pays africains de la zone CFA ont connu ces dernières années de multiples transformations économiques d'une part à travers les mesures initiées par les bailleurs de fonds bilatéraux et multilatéraux et d'autre part à travers les politiques d'intégration économique et monétaire. Ainsi, en partant de l'hypothèse selon laquelle du fait de ces nombreuses interventions, ces systèmes économiques incorporent divers phénomènes tels que les changements structurels et les dépendances inter-économies, nous avons étudié leurs principales implications sur la croissance, la convergence et la prévisibilité du taux de croissance. L'accent est d'abord mis sur les traits majeurs des politiques d'intégration dans le cadre d'une union monétaire tout en soulignant les éventuelles incidences de telles politiques sur la dynamique économique des pays membres principalement en termes de modélisation économétrique de la croissance et de la convergence. Les différentes études réalisées sur la base d'outils économétriques adaptés ont permis d'aboutir à des résultats nouveaux relatifs au processus de croissance et de convergence de ces économies comparativement à ceux basés sur les outils classiques de modélisation économétrique. Il ressort également de cette étude que la présence de facteurs communs et de ruptures structurelles est fortement liée aux politiques d'intégration mises en oeuvre au sein de la zone CFA. Ces résultats révèlent aussi que les chocs produisent des effets hétérogènes et ont généralement des dates d'occurrence différentes selon les pays et qu'il est nécessaire de faire varier les réponses de politique économique d'un pays à l'autre pour une croissance durable et mieux partagée.
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"Validating multiple structural change models." Institut für Statistik und Mathematik, 2004. http://epub.wu-wien.ac.at/dyn/dl/wp/epub-wu-01_708.
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Wang, Ling-Yo, and 王怜又. "Monitoring Structural Change in Dynamic Econometric Models." Thesis, 2004. http://ndltd.ncl.edu.tw/handle/01458344653085683106.
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碩士<br>淡江大學<br>財務金融學系碩士班<br>94<br>This research consider a wide array of fluctuation-type tests in a monitoring situation—given a history period for which a regression relationship is known to be stable, we test whether incoming data are consistent with the previously established relationship. We apply our methods to three data sets, returns of West Texas Intermediate oil, returns of Brent crude oil, and S&P 500 stock returns. Then, we generate simulated out-of-sample forecasts, forecast errors, and tests of mean square error (MSE) for a pair of nested models (the first model is a restricted version of the second) of a scalar prediction. The empirical results included that: (1) we can find structural changes from these three data sets by the generalized fluctuation test for monitoring. (2) the rolling forecast models of returns of WTI oil and returns of Brent crude oil both display that considering the factor of structure change will increase the power of forecast.
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"Testing and estimating structural change in misspecified linear models." 1997. http://library.cuhk.edu.hk/record=b5889147.
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Leung Wai-Kit.<br>Thesis (M.Phil.)--Chinese University of Hong Kong, 1997.<br>Includes bibliographical references (leaves 84-89).<br>Chapter 1 --- Acknowledgment --- p.6<br>Chapter I --- Introduction and a Structural Change Model --- p.7<br>Chapter 2 --- Introduction --- p.7<br>Chapter 3 --- A Structural Change Model and the Estimated Specification --- p.10<br>Chapter II --- Behavior of the Model under Stationarity --- p.13<br>Chapter 4 --- Assumptions for Stationary Regressors and Error --- p.13<br>Chapter 5 --- Consistency of the Break Point Estimator when Regressors and Error are Stationary and Correlated --- p.14<br>Chapter 6 --- Limiting Distribution of the Break Point Estimator when Regressors and Error are Stationary and Correlated --- p.19<br>Chapter 7 --- Sup-Wald Test when Regressors and Error are Stationary and Correlated --- p.21<br>Chapter III --- Behavior of the Model under Nonstationarity --- p.23<br>Chapter 8 --- Assumptions for Nonstationary Regressors and I(d) Error --- p.23<br>Chapter 9 --- Consistency of the Break Point Estimator under Nonstationary Regres- sors and I(d) Error --- p.26<br>Chapter 10 --- F Test under Nonstationary Regressors and I(d) Error --- p.31<br>Chapter IV --- Finite Sample Properties and Conclusion --- p.33<br>Chapter 11 --- Finite Sample Properties of the Break Point Estimator --- p.33<br>Chapter 12 --- Conclusion --- p.38<br>Chapter V --- Appendix and Reference --- p.40<br>Chapter 13 --- Appendix --- p.40<br>Chapter 14 --- References --- p.84
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Liao, Shian-Yu, and 廖先昱. "Business Cycles and Structural Change: Two-Sector Growth Models." Thesis, 2014. http://ndltd.ncl.edu.tw/handle/07634691151404896315.
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博士<br>國立臺灣大學<br>經濟學研究所<br>102<br>This dissertation consists of three essays concerning structural change and business cycles in response to real and nominal shocks in multi-sector growth models. In the first essay, I study and compare the relationship between sectoral total factor productivity and economic structural transformation in different models. Several papers showed that growth in agricultural productivity was essential for today’s richest countries to take off early. However, few articles noticed that growth in agricultural productivity is critical in governing long-term and large structural changes in richest countries of today. This essay studies a two-sector neoclassical growth model with subsistence agricultural consumption and agricultural capital, and shows that (i) hold-up effect which follows on complementarity between capital and labor is crucial; and (ii) growth in agricultural productivity plays a more important role than growth in non-agricultural productivity in determining long-term and large structural changes in richest countries of today.
Next, the second essay analyzes the problem of consumption dynamics between nondurables and consumer durables in response to monetary policy shocks. Empirical results indicate that consumer durables and nondurable consumption tend to comove in response to monetary policy shocks, and consumer durable prices are more flexible than nondurable prices. However, in otherwise standard two-sector neoclassical sticky-price models with flexible durable prices, following a contractionary monetary policy shock, nondurables decrease but consumer durables increase (substitution effect). Credit constraints can generate a negative income effect for borrowers because of tighter credit constraints resulted from a contractionary monetary policy. However, if durable prices are flexible, substitution effect dominates income effect, so the model still fails to generate joint decline. This essay resolves the comovement problem by adding firms’ investment and financial friction into a model with flexible durable prices. When investment is chosen by firms, contractionary monetary policy shocks reduce the relative price of durables, which induces investment and decreases firms’ real profits in the short run. Due to fewer profits remitted from firms, savers have a lower disposable income and cannot increase expenditures on consumer durables as much as otherwise. As a consequence, together with the credit constraint channel, aggregate consumer durables decrease and comove with nondurables.
Finally, the third essay investigates the business cycle comovement problem driven by investment shocks. Recent research based on sticky-price models suggests that investment shocks are the most important driver of business cycle fluctuations. Yet, investment shocks generate the comovement problem because there is an intertemporal substitution effect away from consumption and toward investment, which is inconsistent with empirical evidence that consumption tends to comove along with other real macro variables procyclically. This essay resolves the comovement problem by extending the standard neoclassical sticky-price model to a two-sector model with consumer durable services. When investment goods are used for either capital investment or consumer durable services, positive investment shocks also generate an intratemporal substitution effect away from consumer durable services toward consumption. As the intratemporal substitution effect dominates the intertemporal substitution effect, consumption increases, and thus the comovement problem in business cycles is resolved.
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Lee, Kai-Min, and 李凱民. "The structural change problems in regression and return prediction models." Thesis, 2009. http://ndltd.ncl.edu.tw/handle/11730866542340009464.
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碩士<br>逢甲大學<br>統計與精算所<br>97<br>This paper investigates structural change problems in regression and return prediction models, it is difficult to fit those models when there exists structural changes. Here specific targets can be separated into the two parts. First, for segmented regression models, we discuss how to classify the groups in mixture data, and apply the Bayesian method and the data augmentation to estimate unknown parameters include threshold values, intercepts, piecewise slopes and latent variables. Second, for return prediction models, the stock return is affected by some state variables in certain periods to arise the structural changes problem. We consider a structural break in instability of return prediction model with heteroskedasticity and employ a Bayesian approach to identify a structural break at an unknown breakpoint in the model. We simultaneously make inference unknown parameters and a breakpoint. Finally, we carried out simulation studies and empirical examples for both models. The illustrations of simulation studies and empirical examples present the well performance of the proposed
algorithms. The results display the Bayesian method is proposed which can properly simultaneously identify the changepoint and estimate unknown parameters above two models.
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"Identification of structural-change models when the dummy regressor is misclassified." 2001. http://library.cuhk.edu.hk/record=b5890709.
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Wong Kwan-to.<br>Thesis (M.Phil.)--Chinese University of Hong Kong, 2001.<br>Includes bibliographical references (leaves 50-52).<br>Abstracts in English and Chinese.<br>ACKNOWLEDGMENT --- p.iii<br>CHAPTER<br>Chapter ONE --- INTRODUCTION AND LITERATURE REVIEW --- p.1<br>Chapter TWO --- THE MODEL --- p.3<br>Chapter THREE --- ASYMPTOTIC BEHAVIOR OF THE LEAST SQUARES ESTIMATORS --- p.6<br>Chapter FOUR --- EIGHT SPECIAL CASES --- p.12<br>Chapter FIVE --- MONTE CARLO EXPERIMENTS --- p.36<br>Chapter SIX --- CONCLUSION --- p.40<br>APPENDIX --- p.41<br>BIBLIOGRAPHY --- p.50
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Liu, Chien-Wei, and 劉建緯. "The Comparison and Application of the ACD Models of Structural Change." Thesis, 2007. http://ndltd.ncl.edu.tw/handle/5879gm.
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碩士<br>銘傳大學<br>財務金融學系碩士班<br>95<br>Several stock exchanges provide all records of trade and quote. Engle (2000) refers to these records as ultra-high-frequency data. This study employs the ultra- high-frequency data to apply a unified framework for testing and evaluating the adequacy of an estimated autoregressive conditional duration (ACD) model. The method of the test is the Lagrange multiplier test. This method can test against general forms of additive and multiplicative misspecifications of the conditional duration function, including tests against higher-order models, tests of no remaining ACD in the standardized duration. Next, this study applies the smooth transition ACD model (STACD) for tests of linearity. Finally, this study applies the time-varying ACD model (TVACD) for testing the parameter constancy.
The empirical results of this study indicate that most of the trade durations of Taiwan Semiconductor Manufacturing Co. (TSMC), United Microelectronics Corp., Advanced Semiconductor Engineering Inc., and AU Optronics Corp. fit the lower order ACD models. In the aspect of price duration, when the sample periods become longer before the change of the tick size, the appropriate lag orders of the ACD models would become lower or unchanged. When the sample periods become longer after the change of the tick size, the appropriate lag orders of the ACD models would become higher, lower or unchanged. Under the sample periods of a week or a month before and after the change of the tick size, the appropriate lag orders of the ACD models would become higher, lower or unchanged. Next, we also find that the STACD model appropriately simulates the trade duration and price duration of TSMC. Finally, the empirical results reveal that the price duration of TSMC is more appropriately fitted by the TVACD model.
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Kuo, Wen-Cheng, and 郭文正. "The Structural Models of the Addicts' Social Support, Stress, and Stages of Change." Thesis, 2011. http://ndltd.ncl.edu.tw/handle/59304648220406653923.
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博士<br>國立臺灣師範大學<br>教育心理與輔導學系<br>100<br>This study focused on the status quo, differences, and relationships among the addicts' severity of drug abuse, social support, stress, and stages of change. This research was based on the data collected from the 613 subjects in the Drug Abuse Treatment Centers. The researcher established exploratory an structural equation model by literatures and using statistical analysis to understand.
The important findings were as follows: (1) There was significant difference between male and female in the stages of change and in the readiness of change. (2) In the stages of change and in the readiness of change, there was significant difference between the addicts who have and have not sought professional treatment. (3) There were significant correlations between the dimension of severity of drug abuse, dimension of social support, dimension of stress, and dimension of stages of change. (4) The measures and structural models of addiction severity, social support of drug abuse treatment time, stress of drug abuse treatment time, and stages of change had appropriate goodness-of-fit. In such models, social support of drug abuse treatment time had the greatest effects on the sense of losing control, social support of drug abuse treatment time had the greatest effects on stages of change. (5) The measures and structural models of addiction severity, expected social support after release, expected stress after release, and stages of change had appropriate goodness-of-fit. In such models, expected social support after release had the greatest effects on expected stress after release, addiction severity had the greatest effects on stages of change. Expected social support after release and expected stress after release had no direct effect on stage of contemplation, stage of action, and stage of maintenance. (6) The original measures and structural models of addiction severity, social support, stress, and stages of change had appropriate goodness-of-fit. Expected social support after release and expected stress after release had a direct effect on stage of precontemplation. (7) The modified measures and structural models of addiction severity, social support, stress, and stages of change had appropriate goodness-of-fit. In such models, addiction severity, social support of drug abuse treatment time and stress of drug abuse treatment time had direct effects on stages of change. Expected social support after release and expected stress after release had indirect effects on stages of change. Addiction severity had the greatest effects on stage of precontemplation. Social support of drug abuse treatment time or stress of drug abuse treatment time had the greatest effects on stage of contemplation, stage of action, stage of maintenance.
Based on the findings, the researcher made the following recommendations: (1) establishing a system of assessment for understanding the drug addicts' motivation of change; (2) assisting the drug addicts in establishing a social support network and continuing it after release; (3) assisting the drug addicts in learning to cope ; (4) giving individual treatment for enhancing their motivation and ability to change.
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Ma, Guangyi. "Three Essays on Estimation and Testing of Nonparametric Models." Thesis, 2012. http://hdl.handle.net/1969.1/ETD-TAMU-2012-08-11768.
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In this dissertation, I focus on the development and application of nonparametric methods in econometrics. First, a constrained nonparametric regression method is developed to estimate a function and its derivatives subject to shape restrictions implied by economic theory. The constrained estimators can be viewed as a set of empirical likelihood-based reweighted local polynomial estimators. They are shown to be weakly consistent and have the same first order asymptotic distribution as the unconstrained estimators. When the shape restrictions are correctly specified, the constrained estimators can achieve a large degree of finite sample bias reduction and thus outperform the unconstrained estimators. The constrained nonparametric regression method is applied on the estimation of daily option pricing function and state-price density function.
Second, a modified Cumulative Sum of Squares (CUSQ) test is proposed to test structural changes in the unconditional volatility in a time-varying coefficient model. The proposed test is based on nonparametric residuals from local linear estimation of the time-varying coefficients. Asymptotic theory is provided to show that the new CUSQ test has standard null distribution and diverges at standard rate under the alternatives. Compared with a test based on least squares residuals, the new test enjoys correct size and good power properties. This is because, by estimating the model nonparametrically, one can circumvent the size distortion from potential structural changes in the mean. Empirical results from both simulation experiments and real data applications are presented to demonstrate the test's size and power properties.
Third, an empirical study of testing the Purchasing Power Parity (PPP) hypothesis is conducted in a functional-coefficient cointegration model, which is consistent with equilibrium models of exchange rate determination with the presence of trans- actions costs in international trade. Supporting evidence of PPP is found in the recent float exchange rate era. The cointegration relation of nominal exchange rate and price levels varies conditioning on the real exchange rate volatility. The cointegration coefficients are more stable and numerically near the value implied by PPP theory when the real exchange rate volatility is relatively lower.
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Yang, Lili. "Joint models for longitudinal and survival data." Thesis, 2014. http://hdl.handle.net/1805/4666.
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Indiana University-Purdue University Indianapolis (IUPUI)<br>Epidemiologic and clinical studies routinely collect longitudinal measures of multiple outcomes. These longitudinal outcomes can be used to establish the temporal order of relevant biological processes and their association with the onset of clinical symptoms. In the first
part of this thesis, we proposed to use bivariate change point models for two longitudinal outcomes with a focus on estimating the correlation between the two change points. We adopted a Bayesian approach for parameter estimation and inference. In the second part, we considered the situation when time-to-event outcome is also collected along with multiple longitudinal biomarkers measured until the occurrence of the event or censoring. Joint models for longitudinal and time-to-event data can be used to estimate the association between the characteristics of the longitudinal measures over time and survival time. We developed a maximum-likelihood method to joint model multiple longitudinal biomarkers and a time-to-event outcome. In addition, we focused on predicting conditional survival probabilities and evaluating the predictive accuracy of multiple longitudinal biomarkers in the joint modeling framework. We assessed the performance of the proposed methods in
simulation studies and applied the new methods to data sets from two cohort studies.<br>National Institutes of Health (NIH) Grants R01 AG019181, R24 MH080827, P30 AG10133, R01 AG09956.