Relevant bibliographies by topics / Economics – Statistical models / Dissertations / Theses
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Dissertations / Theses on the topic 'Economics – Statistical models'

Author: Grafiati
Published: 10 March 2023
Last updated: 31 July 2025

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1

Tabri, Rami. "Emprical likelihood and constrained statistical inference for some moment inequality models." Thesis, McGill University, 2013. http://digitool.Library.McGill.CA:80/R/?func=dbin-jump-full&object_id=119408.

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The principal purpose of this thesis is to extend empirical likelihood (EL) based procedures to some statistical models defined by unconditional moment inequalities. We develop EL procedures for two such models in the thesis. In the first type of model, the underlying probability distribution is the (infinite-dimensional) parameter of interest, and is defined by a continuum of moment inequalities indexed by a general class of estimating functions. We develop the EL estimation theory using a feasible-value-function approach, and demonstrate the uniform consistency of the estimator over the set
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2

Chow, Fung-kiu, and 鄒鳳嬌. "Modeling the minority-seeking behavior in complex adaptive systems." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2003. http://hub.hku.hk/bib/B29367487.

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3

Cutugno, Carmen. "Statistical models for the corporate financial distress prediction." Thesis, Università degli Studi di Catania, 2011. http://hdl.handle.net/10761/283.

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4

Grayson, James M. (James Morris). "Economic Statistical Design of Inverse Gaussian Distribution Control Charts." Thesis, University of North Texas, 1990. https://digital.library.unt.edu/ark:/67531/metadc332397/.

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Statistical quality control (SQC) is one technique companies are using in the development of a Total Quality Management (TQM) culture. Shewhart control charts, a widely used SQC tool, rely on an underlying normal distribution of the data. Often data are skewed. The inverse Gaussian distribution is a probability distribution that is wellsuited to handling skewed data. This analysis develops models and a set of tools usable by practitioners for the constrained economic statistical design of control charts for inverse Gaussian distribution process centrality and process dispersion. The use of thi
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5

Valero, Rafael. "Essays on Sparse-Grids and Statistical-Learning Methods in Economics." Doctoral thesis, Universidad de Alicante, 2017. http://hdl.handle.net/10045/71368.

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Compuesta por tres capítulos: El primero es un estudio sobre la implementación the Sparse Grid métodos para es el estudio de modelos económicos con muchas dimensiones. Llevado a cabo mediante aplicaciones noveles del método de Smolyak con el objetivo de favorecer la tratabilidad y obtener resultados preciso. Los resultados muestran mejoras en la eficiencia de la implementación de modelos con múltiples agentes. El segundo capítulo introduce una nueva metodología para la evaluación de políticas económicas, llamada Synthetic Control with Statistical Learning, todo ello aplicado a políticas partic
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6

Donnelly, James P. "NFL Betting Market: Using Adjusted Statistics to Test Market Efficiency and Build a Betting Model." Scholarship @ Claremont, 2013. http://scholarship.claremont.edu/cmc_theses/721.

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The use of statistical analysis has been prevalent in the sports gambling industry for years. More recently, we have seen the emergence of "adjusted statistics", a more sophisticated way to examine each play and each result (further explanation below). And while adjusted statistics have become commonplace for professional and recreational bettors alike, little research has been done to justify their use. In this paper the effectiveness of this data is tested on the most heavily wagered sport in the world – the National Football League (NFL). The results are studied with two central questions i
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7

Putnam, Kyle J. "Two Essays in Financial Economics." ScholarWorks@UNO, 2015. http://scholarworks.uno.edu/td/2010.

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The following dissertation contains two distinct empirical essays which contribute to the overall field of Financial Economics. Chapter 1, entitled “The Determinants of Dynamic Dependence: An Analysis of Commodity Futures and Equity Markets,” examines the determinants of the dynamic equity-commodity return correlations between five commodity futures sub-sectors (energy, foods and fibers, grains and oilseeds, livestock, and precious metals) and a value-weighted equity market index (S&P 500). The study utilizes the traditional DCC model, as well as three time-varying copulas: (i) the normal copu
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8

Ekiz, Funda. "Cagan Type Rational Expectations Model on Time Scales with Their Applications to Economics." TopSCHOLAR®, 2011. http://digitalcommons.wku.edu/theses/1126.

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Rational expectations provide people or economic agents making future decision with available information and past experiences. The first approach to the idea of rational expectations was given approximately fifty years ago by John F. Muth. Many models in economics have been studied using the rational expectations idea. The most familiar one among them is the rational expectations version of the Cagans hyperination model where the expectation for tomorrow is formed using all the information available today. This model was reinterpreted by Thomas J. Sargent and Neil Wallace in 1973. After that
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9

Wang, Junyi. "A Normal Truncated Skewed-Laplace Model in Stochastic Frontier Analysis." TopSCHOLAR®, 2012. http://digitalcommons.wku.edu/theses/1177.

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Stochastic frontier analysis is an exciting method of economic production modeling that is relevant to hospitals, stock markets, manufacturing factories, and services. In this paper, we create a new model using the normal distribution and truncated skew-Laplace distribution, namely the normal-truncated skew-Laplace model. This is a generalized model of the normal-exponential case. Furthermore, we compute the true technical efficiency and estimated technical efficiency of the normal-truncated skewed-Laplace model. Also, we compare the technical efficiencies of normal-truncated skewed-Laplace mo
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10

Bury, Thomas. "Collective behaviours in the stock market: a maximum entropy approach." Doctoral thesis, Universite Libre de Bruxelles, 2014. http://hdl.handle.net/2013/ULB-DIPOT:oai:dipot.ulb.ac.be:2013/209341.

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Scale invariance, collective behaviours and structural reorganization are crucial for portfolio management (portfolio composition, hedging, alternative definition of risk, etc.). This lack of any characteristic scale and such elaborated behaviours find their origin in the theory of complex systems. There are several mechanisms which generate scale invariance but maximum entropy models are able to explain both scale invariance and collective behaviours.<p>The study of the structure and collective modes of financial markets attracts more and more attention. It has been shown that some agent base
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11

Gilbride, Timothy J. "Models for heterogeneous variable selection." Columbus, Ohio : Ohio State University, 2004. http://rave.ohiolink.edu/etdc/view?acc%5Fnum=osu1083591017.

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Thesis (Ph. D.)--Ohio State University, 2004.<br>Title from first page of PDF file. Document formatted into pages; contains xii, 138 p.; also includes graphics. Includes abstract and vita. Advisor: Greg M. Allenby, Dept. of Business Admnistration. Includes bibliographical references (p. 134-138).
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12

Strid, Ingvar. "Computational methods for Bayesian inference in macroeconomic models." Doctoral thesis, Handelshögskolan i Stockholm, Ekonomisk Statistik (ES), 2010. http://urn.kb.se/resolve?urn=urn:nbn:se:hhs:diva-1118.

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The New Macroeconometrics may succinctly be described as the application of Bayesian analysis to the class of macroeconomic models called Dynamic Stochastic General Equilibrium (DSGE) models. A prominent local example from this research area is the development and estimation of the RAMSES model, the main macroeconomic model in use at Sveriges Riksbank.   Bayesian estimation of DSGE models is often computationally demanding. In this thesis fast algorithms for Bayesian inference are developed and tested in the context of the state space model framework implied by DSGE models. The algorithms disc
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13

Kolb, Jakob J. "Heuristic Decision Making in World Earth Models." Doctoral thesis, Humboldt-Universität zu Berlin, 2020. http://dx.doi.org/10.18452/22147.

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Die Dynamik des Erdsystems im Anthropozän wird durch eine zunehmende Verschränkung von Prozessen auf physikalischer und ökologischer sowie auf sozioökonomischer Ebene bestimmt. Wenn Modelle als Entscheidungshilfen in diesem Umfeld nützlich sein sollen, müssen sie diese komplexen Rückkopplungen ebenso berücksichtigen wie die inhärent emergenten und heterogenen Qualitäten gesellschaftlicher Dynamik. Diese Arbeit schlägt vor, den Menschen als begrenzten rationalen Entscheidungsträger zu modellieren, die (soziales) Lernen nutzen, um Entscheidungsheuristiken zu erwerben, die in einer gegebenen Umge
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14

Zhang, Yanwei. "A hierarchical Bayesian approach to model spatially correlated binary data with applications to dental research." Diss., Connect to online resource - MSU authorized users, 2008.

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15

Yao, Jiawei. "Factor models| Testing and forecasting." Thesis, Princeton University, 2015. http://pqdtopen.proquest.com/#viewpdf?dispub=3682786.

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<p> This dissertation focuses on two aspects of factor models, testing and forecasting. For testing, we investigate a more general high-dimensional testing problem, with an emphasis on panel data models. Specifically, we propose a novel technique to boost the power of testing a high-dimensional vector against sparse alternatives. Existing tests based on quadratic forms such as the Wald statistic often suffer from low powers, whereas more powerful tests such as thresholding and extreme-value tests require either stringent conditions or bootstrap to derive the null distribution, and often suffer
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16

Incarbone, Giuseppe. "Statistical algorithms for Cluster Weighted Models." Doctoral thesis, Università di Catania, 2013. http://hdl.handle.net/10761/1383.

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Cluster-weighted modeling (CWM) is a mixture approach to modeling the joint probability of data coming from a heterogeneous population. In this thesis first we investigate statistical properties of CWM from both theoretical and numerical point of view for both Gaussian and Student-t CWM. Then we introduce a novel family of twelve mixture models, all nested in the linear-t cluster weighted model (CWM). This family of models provides a unified framework that also includes the linear Gaussian CWM as a special case. Parameters estimation is carried out through algorithms based on maximum likeliho
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17

Kleppertknoop, Lily. ""Here Stands a High Bred Horse": A Theory of Economics and Horse Breeding in Colonial Virginia, 1750-1780; a Statistical Model." W&M ScholarWorks, 2013. https://scholarworks.wm.edu/etd/1539626711.

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18

Bun, Maurice Josephus Gerardus. "Accurate statistical analysis in dynamic panel data models." [Amsterdam : Amsterdam : Thela Thesis] ; Universiteit van Amsterdam [Host], 2001. http://dare.uva.nl/document/57690.

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19

Tuzun, Tayfun. "Applying the statistical market value accounting model to time- series data for individual firms /." Connect to resource, 1992. http://rave.ohiolink.edu/etdc/view.cgi?acc%5Fnum=osu1261419575.

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20

Cox, Gregory Fletcher. "Advances in Weak Identification and Robust Inference for Generically Identified Models." Thesis, Yale University, 2017. http://pqdtopen.proquest.com/#viewpdf?dispub=10633240.

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<p> This dissertation establishes tools for valid inference in models that are only generically identified with a special focus on factor models.</p><p> Chapter one considers inference for models under a general form of identification failure, by studying microeconometric applications of factor models. Factor models postulate unobserved variables (factors) that explain the covariation between observed variables. For example, school quality can be modeled as a common factor to a variety of school characteristics. Observed variables depend on factors linearly with coefficients that are called
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21

Barone, Anthony J. "State Level Earned Income Tax Credit’s Effects on Race and Age: An Effective Poverty Reduction Policy." Scholarship @ Claremont, 2013. http://scholarship.claremont.edu/cmc_theses/771.

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In this paper, I analyze the effectiveness of state level Earned Income Tax Credit programs on improving of poverty levels. I conducted this analysis for the years 1991 through 2011 using a panel data model with fixed effects. The main independent variables of interest were the state and federal EITC rates, minimum wage, gross state product, population, and unemployment all by state. I determined increases to the state EITC rates provided only a slight decrease to both the overall white below-poverty population and the corresponding white childhood population under 18, while both the overall a
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22

Tindall, Nathaniel W. "Analyses of sustainability goals: Applying statistical models to socio-economic and environmental data." Diss., Georgia Institute of Technology, 2014. http://hdl.handle.net/1853/54259.

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This research investigates the environment and development issues of three stakeholders at multiple scales—global, national, regional, and local. Through the analysis of financial, social, and environmental metrics, the potential benefits and risks of each case study are estimated, and their implications are considered. In the first case study, the relationship of manufacturing and environmental performance is investigated. Over 700 facilities of a global manufacturer that produce 11 products on six continents were investigated to understand global variations and determinants of environmenta
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23

Wong, Chun-mei May, and 王春美. "The statistical tests on mean reversion properties in financial markets." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 1994. http://hub.hku.hk/bib/B31211975.

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24

Zhang, Yonghui. "Three essays on large panel data models with cross-sectional dependence." Thesis, Singapore Management University (Singapore), 2013. http://pqdtopen.proquest.com/#viewpdf?dispub=3601351.

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<p> My dissertation consists of three essays which contribute new theoretical results to large panel data models with cross-sectional dependence. These essays try to answer or partially answer some prominent questions such as how to detect the presence of cross-sectional dependence and how to capture the latent structure of cross-sectional dependence and estimate parameters efficiently by removing its effects.</p><p> Chapter 2 introduces a nonparametric test for cross-sectional contemporaneous dependence in large dimensional panel data models based on the squared distance between the pair-wi
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25

Rui, Xiongwen. "Essays on the Solution, Estimation, and Analysis of Dynamic Nonlinear Economic Models /." The Ohio State University, 1995. http://rave.ohiolink.edu/etdc/view?acc_num=osu1487928649987711.

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26

Hwang, Jungbin. "Fixed smoothing asymptotic theory in over-identified econometric models in the presence of time-series and clustered dependence." Thesis, University of California, San Diego, 2016. http://pqdtopen.proquest.com/#viewpdf?dispub=10128431.

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<p> In the widely used over-identified econometric model, the two-step Generalized Methods of Moments (GMM) estimator and inference, first suggested by Hansen (1982), require the estimation of optimal weighting matrix at the initial stages. For time series data and clustered dependent data, which is our focus here, the optimal weighting matrix is usually referred to as the long run variance (LRV) of the (scaled) sample moment conditions. To maintain generality and avoid misspecification, nowadays we do not model serial dependence and within-cluster dependence parametrically but use the heteros
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27

Facchinetti, Alessandro <1991&gt. "Likelihood free methods for inference on complex models." Master's Degree Thesis, Università Ca' Foscari Venezia, 2020. http://hdl.handle.net/10579/17017.

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Complex models often have intractable likelihoods, so methods that involve evaluation of the likelihood function are infeasible. The aims of the research are • to provide a review of the likelihood free methods (e.g., ABC or synthetic likelihood) used in fitting complex models large dataset; • to use likelihood free methods to make inference on complex models such as random networks models; • to develop the code for the analysis; • to apply the model and methods for networks data from economics and finance such as trade, financial flows networks, financial contagion networks; • to write a fina
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28

Witte, Hugh Douglas. "Markov chain Monte Carlo and data augmentation methods for continuous-time stochastic volatility models." Diss., The University of Arizona, 1999. http://hdl.handle.net/10150/283976.

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In this paper we exploit some recent computational advances in Bayesian inference, coupled with data augmentation methods, to estimate and test continuous-time stochastic volatility models. We augment the observable data with a latent volatility process which governs the evolution of the data's volatility. The level of the latent process is estimated at finer increments than the data are observed in order to derive a consistent estimator of the variance over each time period the data are measured. The latent process follows a law of motion which has either a known transition density or an appr
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Koliadenko, Pavlo <1998&gt. "Time series forecasting using hybrid ARIMA and ANN models." Master's Degree Thesis, Università Ca' Foscari Venezia, 2021. http://hdl.handle.net/10579/19992.

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30

Rabin, Gregory S. "A reduced-form statistical climate model suitable for coupling with economic emissions projections." Thesis, Massachusetts Institute of Technology, 2007. http://hdl.handle.net/1721.1/41672.

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Thesis (M. Eng.)--Massachusetts Institute of Technology, Dept. of Electrical Engineering and Computer Science, 2007.<br>Includes bibliographical references (p. 36-37).<br>In this work, we use models based on past data and scientific analysis to determine possible future states of the environment. We attempt to improve the equations for temperature and greenhouse gas concentration used in conjunction with the MIT Emissions Prediction and Policy Analysis (EPPA) model or for independent climate analysis based on results from the more complex MIT Integrated Global Systems Model (IGSM). The functio
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31

Cesale, Giancarlo. "A novel approach to forecasting from non scalar DCC models." Doctoral thesis, Universita degli studi di Salerno, 2016. http://hdl.handle.net/10556/2197.

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2014 - 2015<br>Estimating and predicting joint second-order moments of asset portfolios is of huge impor- tance in many practical applications and, hence, modeling volatility has become a crucial issue in financial econometrics. In this context multivariate generalized autoregressive condi- tional heteroscedasticity (M-GARCH) models are widely used, especially in their versions for the modeling of conditional correlation matrices (DCC-GARCH). Nevertheless, these models tipically suffer from the so-called curse of dimensionality: the number of needed parameters rapidly increases when the
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32

He, Wei. "Model selection for cointegrated relationships in small samples." Thesis, Nelson Mandela Metropolitan University, 2008. http://hdl.handle.net/10948/971.

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Vector autoregression models have become widely used research tools in the analysis of macroeconomic time series. Cointegrated techniques are an essential part of empirical macroeconomic research. They infer causal long-run relationships between nonstationary variables. In this study, six information criteria were reviewed and compared. The methods focused on determining the optimum information criteria for detecting the correct lag structure of a two-variable cointegrated process.
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33

Park, Seoungbyung. "Factor Based Statistical Arbitrage in the U.S. Equity Market with a Model Breakdown Detection Process." Thesis, Marquette University, 2017. http://pqdtopen.proquest.com/#viewpdf?dispub=10280168.

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<p> Many researchers have studied different strategies of statistical arbitrage to provide a steady stream of returns that are unrelated to the market condition. Among different strategies, factor-based mean reverting strategies have been popular and covered by many. This thesis aims to add value by evaluating the generalized pairs trading strategy and suggest enhancements to improve out-of-sample performance. The enhanced strategy generated the daily Sharpe ratio of 6.07% in the out-of-sample period from January 2013 through October 2016 with the correlation of -.03 versus S&amp;P 500. During
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34

Lu, Zhen Cang. "Price forecasting models in online flower shop implementation." Thesis, University of Macau, 2017. http://umaclib3.umac.mo/record=b3691395.

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35

Kochi, Ikuho. "Essays on the Value of a Statistical Life." unrestricted, 2007. http://etd.gsu.edu/theses/available/etd-04302007-172639/.

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Thesis (Ph. D.)--Georgia State University, 2007.<br>Title from file title page. Laura O. Taylor, committee chair; H. Spencer Banzhaf, Susan K. Laury, Mary Beth Walker, Kenneth E. McConnell, committee members. Electronic text (177 p. : ill.) : digital, PDF file. Description based on contents viewed Jan. 7, 2008. Includes bibliographical references (p. 172-176).
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McCloud, Nadine. "Model misspecification theory and applications /." Diss., Online access via UMI:, 2008.

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37

Doolan, Mark Bernard. "Evaluating multivariate volatility forecasts : how effective are statistical and economic loss functions?" Thesis, Queensland University of Technology, 2011. https://eprints.qut.edu.au/45750/1/Mark_Doolan_Thesis.pdf.

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Multivariate volatility forecasts are an important input in many financial applications, in particular portfolio optimisation problems. Given the number of models available and the range of loss functions to discriminate between them, it is obvious that selecting the optimal forecasting model is challenging. The aim of this thesis is to thoroughly investigate how effective many commonly used statistical (MSE and QLIKE) and economic (portfolio variance and portfolio utility) loss functions are at discriminating between competing multivariate volatility forecasts. An analytical investigation of
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38

Donno, Annalisa <1983&gt. "Multidimensional Measures of Firm Competitiveness: a Model-Based Approach." Doctoral thesis, Alma Mater Studiorum - Università di Bologna, 2013. http://amsdottorato.unibo.it/5173/1/donno_annalisa_tesi.pdf.

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The concept of competitiveness, for a long time considered as strictly connected to economic and financial performances, evolved, above all in recent years, toward new, wider interpretations disclosing its multidimensional nature. The shift to a multidimensional view of the phenomenon has excited an intense debate involving theoretical reflections on the features characterizing it, as well as methodological considerations on its assessment and measurement. The present research has a twofold objective: going in depth with the study of tangible and intangible aspect characterizing multidimensi
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Donno, Annalisa <1983&gt. "Multidimensional Measures of Firm Competitiveness: a Model-Based Approach." Doctoral thesis, Alma Mater Studiorum - Università di Bologna, 2013. http://amsdottorato.unibo.it/5173/.

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The concept of competitiveness, for a long time considered as strictly connected to economic and financial performances, evolved, above all in recent years, toward new, wider interpretations disclosing its multidimensional nature. The shift to a multidimensional view of the phenomenon has excited an intense debate involving theoretical reflections on the features characterizing it, as well as methodological considerations on its assessment and measurement. The present research has a twofold objective: going in depth with the study of tangible and intangible aspect characterizing multidimensi
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40

Marchese, Emiliano. "Optimizing complex networks models." Thesis, IMT Alti Studi Lucca, 2022. http://e-theses.imtlucca.it/356/1/Marchese_phdthesis.pdf.

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Analyzing real-world networks ultimately amounts at com- paring their empirical properties with the outcome of a proper, statistical model. The far most common, and most useful, approach to define benchmarks rests upon the so-called canonical formalism of statistical mechanics which has led to the definition of the broad class of models known as Exponential Random Graphs (ERGs). Generally speaking, employing a model of this family boils down at maximizing a likelihood function that embodies the available information about a certain system, hence constituting the desired benchmark. Although po
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Mitchell, Zane Windsor Jr. "A Statistical Analysis Of Construction Equipment Repair Costs Using Field Data & The Cumulative Cost Model." Diss., Virginia Tech, 1998. http://hdl.handle.net/10919/30468.

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The management of heavy construction equipment is a difficult task. Equipment managers are often called upon to make complex economic decisions involving the machines in their charge. These decisions include those concerning acquisitions, maintenance, repairs, rebuilds, replacements, and retirements. The equipment manager must also be able to forecast internal rental rates for their machinery. Repair and maintenance expenditures can have significant impacts on these economic decisions and forecasts. The purpose of this research was to identify a regression model that can adequately represen
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42

Pouliot, William. "Two applications of U-Statistic type processes to detecting failures in risk models and structural breaks in linear regression models." Thesis, City University London, 2010. http://openaccess.city.ac.uk/1166/.

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This dissertation is concerned with detecting failures in Risk Models and in detecting structural breaks in linear regression models. By applying Theorem 2.1 of Szyszkowicz on U-statistic type process, a number of weak convergence results regarding three weighted partial sum processes are established. It is shown that these partial sum processes share certain invariance properties; estimation risk does not affect their weak convergence results and they are also robust to asymmetries in the error process in linear regression models. There is also an application of the methods developed here to
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Thompson, Mery Helena. "Optimum experimental designs for models with a skewed error distribution : with an application to stochastic frontier models." Thesis, University of Glasgow, 2008. http://theses.gla.ac.uk/236/.

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In this thesis, optimum experimental designs for a statistical model possessing a skewed error distribution are considered, with particular interest in investigating possible parameter dependence of the optimum designs. The skewness in the distribution of the error arises from its assumed structure. The error consists of two components (i) random error, say V, which is symmetrically distributed with zero expectation, and (ii) some type of systematic error, say U, which is asymmetrically distributed with nonzero expectation. Error of this type is sometimes called 'composed' error. A stochastic
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Kemp, Gordon C. R. "Asymptotic expansion approximations and the distributions of various test statistics in dynamic econometric models." Thesis, University of Warwick, 1987. http://wrap.warwick.ac.uk/99431/.

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In this thesis we examine the derivation of asymptotic expansion approximations to the cumulative distribution functions of asymptotically chi-square test statistics under the null hypothesis being tested and the use of such approximations in the investigation of the properties of testing procedures. We are particularly concerned with how the structure of various test statistics may simplify the derivation of asymptotic expansion approximations to their cumulative distribution functions and also how these approximations can be used in conjunction with other small sample techniques to investiga
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Pandolfo, Silvia <1993&gt. "Analysis of the volatility of high-frequency data. The Realized Volatility and the HAR model." Master's Degree Thesis, Università Ca' Foscari Venezia, 2019. http://hdl.handle.net/10579/14840.

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Over the last decades, the advanced technologies for data acquisition made it easier to collect, store and manage high-frequency data. However, the analysis of observations collected at an extremely fine time scale is still a challenge: these data are characterized by specific features, related to the trading process and the microstructure of the market, which standard time series and econometrics techniques are not able to reproduce. In particular, the behavior of the high-frequency volatility cannot be reflected by a GARCH model, hence, there is a need for more accurate ways to model it. Rec
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Metzig, Cornelia. "A Model for a complex economic system." Thesis, Grenoble, 2013. http://www.theses.fr/2013GRENS038/document.

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Cette thèse s'inscrit dans le cadre de systèmes complexes appliqués aux systèmes économiques. Dans cette thèse, un modèle multi-agent a été proposé, qui modélise le cycle de production. Il est consitué d'entreprises, ouvirers/foyers, et une banque, et repecte la conservation de la monnaie. Son hypothèse centrale est que les entreprises se basent sur une marge espérée pour déterminer leur production. Un scénario simple de ce modèle, ou les marges espérées sont homogènes, a été analysé dans le cadre de models de croissance stochastique. Les résultats sont la distribution de tailles d'entreprises
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47

Papa, Bruno Del. "A study of social and economic evolution of human societies using methods of Statistical Mechanics and Information Theory." Universidade de São Paulo, 2014. http://www.teses.usp.br/teses/disponiveis/43/43134/tde-26092014-081449/.

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This dissertation explores some applications of statistical mechanics and information theory tools to topics of interest in anthropology, social sciences, and economics. We intended to develop mathematical and computational models with empirical and theoretical bases aiming to identify important features of two problems: the transitions between egalitarian and hierarchical societies and the emergence of money in human societies. Anthropological data suggest the existence of a correlation between the relative neocortex size and the average size of primates\' groups, most of which are hierar
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48

Di, Caro Paolo. "Recessions, Recoveries and Regional Resilience: an econometric perspective." Doctoral thesis, Università di Catania, 2014. http://hdl.handle.net/10761/1540.

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Three chapters constitute the main structure of this contribution. Chapter I reviews selected theoretical and empirical approaches dealing with regional evolution in order to identify recent developments and extensions incorporating spatial econometrics techniques. Chapter II investigates transient and permanent asymmetric effects of national-wide recessions across Italian regions during the last thirty years, by proposing the recent resilience framework as an helpful synthesis. Chapter III studies the determinants of the uneven cross-regional behaviour during crises and recoveries, by present
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49

Marchiori, Davide. "Interactive Learning and Generalization in Repeated Games: Theories, Models, and Experiments." Doctoral thesis, Università degli studi di Trento, 2010. https://hdl.handle.net/11572/367831.

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The aim of my Ph.D. thesis is to advance understanding of human choice behavior in repeated strategic interactions. This is potentially important, since it would help explain empirical phenomena that cannot be accounted for by standard economic theory, such as overbidding in auctions and overtrading in financial markets (Selten, Abbink, and Cox, 2005). Specifically, my work is focused on “small repeated decisions that are made with little information and little deliberation†, which “though of small consequence to the individual making them, are potentially of tremendous importance to fir
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50

Marchiori, Davide. "Interactive Learning and Generalization in Repeated Games: Theories, Models, and Experiments." Doctoral thesis, University of Trento, 2010. http://eprints-phd.biblio.unitn.it/291/1/Formatted_Draft.pdf.

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The aim of my Ph.D. thesis is to advance understanding of human choice behavior in repeated strategic interactions. This is potentially important, since it would help explain empirical phenomena that cannot be accounted for by standard economic theory, such as overbidding in auctions and overtrading in financial markets (Selten, Abbink, and Cox, 2005). Specifically, my work is focused on “small repeated decisions that are made with little information and little deliberation”, which “though of small consequence to the individual making them, are potentially of tremendous importance to firms and
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