Tesi sul tema "Méthode des MCQG en panel"
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Annaoui, Ilias. "Essais sur le choix de financement par Equity Lines". Electronic Thesis or Diss., Bordeaux, 2023. http://www.theses.fr/2023BORD0178.
Testo completoEquity lines financing allows a manager to raise additional funds at any time during an agreed period to strengthen his or her equity. Little recent research has focused on this Equity lines financing mechanism and none on the determinants of capital structure, internal governance mechanisms, and the information content of equity markets. This thesis is structured around a set of interrelated research segments. It explores the use of Equity lines mechanisms to better understand the factors that motivate the use of this type of financing, by examining both the factors specific to companies and those related to their general environment. Our research shows that growth opportunities, liquidity, the degree of development of the stock market (maturity, experience of financial intermediaries, number of transactions, etc.) are the factors that determine the choice of Equity lines financing. This thesis also proves that male executives, who are not entrenched, relatively old and less educated, also serve as chairman of the board of companies with managerial shareholding. Our work evaluates the information content of the announcement of the Equity lines issue. We show that the negative market reaction around the announcement date, and the persistence of this effect after the announcement date, support the hypothesis of inside information reporting. The various findings of this thesis add to the body of knowledge on capital structure, corporate governance and financial markets. The consequences on the risks inherent in investments using this financial instrument are questionable. These include the risk of losing the capital invested, which is associated with strong downward pressure on the share price
Barhoumi, Mohamed Adel. "Traitement des données manquantes dans les données de panel : cas des variables dépendantes dichotomiques". Thesis, Université Laval, 2006. http://www.theses.ulaval.ca/2006/23619/23619.pdf.
Testo completoXun, Zhou. "Econometric analysis of subjective well-being, preference, perception and dynamics". Thesis, Aix-Marseille, 2014. http://www.theses.fr/2014AIXM2026/document.
Testo completoThis dissertation studies option variables. These opinions cover specially economic questions such as the level of wellbeing, financial situations, the minimum income question and the preference for redistribution. The treatment of these opinion variables and their relation to conventional economic questions such as income level or dynamics requires the use of special micro-econometric models. In this dissertation, the dynamics panel models are used to study the job status and income mobility. In the 6 chapter, we discuss the dynamic Tobit model with an emphasis on initial conditions. The choice between fixed or random effect is another question. Because subjective variables are ordinal and discrete, the identification of fixed effects is problematic. Random effects are better identified while the estimation difficulty increases with the integration dimension. To solve that, I use intensively simulation method in the study of dynamic multinomial logit model or dynamic tobit model. It is also been applied in the trivariate probit model to measure the conditional correlations among more than 2 ordinal variables
Kebewar, Mazen. "La structure du capital et son impact sur la profitabilité et sur la demande de travail : analyses théoriques et empiriques sur données de panel françaises". Phd thesis, Université d'Orléans, 2012. http://tel.archives-ouvertes.fr/tel-00762748.
Testo completoMeneghel, Danilevicz Ian. "Robust linear mixed models, alternative methods to quantile regression for panel data, and adaptive LASSO quantile regression with fixed effects". Electronic Thesis or Diss., université Paris-Saclay, 2022. http://www.theses.fr/2022UPAST176.
Testo completoThis thesis consists of three chapters on longitudinal data analysis. Linear mixed models are discussed, both random effects (where individual intercepts are interpreted as random variables) and fixed effects (where individual intercepts are considered unknown constants, i.e., they must be estimated). Furthermore, robust models (resistant to outliers) and efficient models (with low estimator variability) are proposed in the scope of repeated measures. The second part of the thesis is dedicated to quantile regression, which explores the full conditional distribution of an outcome given its predictors. It introduces a more general method for dealing with heteroscedastic variables and longitudinal data. The first chapter is motivated by evaluating the statistical association between air pollution exposure and children and adolescents' lung ability among six months. A robust linear mixed model combined with an equally robust principal component analysis is proposed to deal with multicollinearity between covariates and the impact of extreme observations on the estimates. Huber and Tukey loss functions (M-estimation examples) are considered to obtain more robust estimators than the least squared function usually used to estimate the parameters of linear mixed models. A finite sample size study is carried out in the case where the covariates follow linear time series models with or without additive outliers. The impact of time correlation and outliers on fixed effect parameter estimates in linear mixed models is investigated. In addition, weights are introduced to reduce the estimates' bias even more. The study of the real data revealed that the robust principal component analysis exhibits three principal components explaining more than 90% of the total variability. The second principal component, which corresponds to particles smaller than 10 microns, significantly affects respiratory capacity. In addition, biological indicators such as passive smoking have a negative and significant effect on children's lung ability. The second chapter analyses fixed effect panel data with three different loss functions. To avoid the number of parameters increases with the sample size, we propose to penalize each regression method with the least absolute shrinkage and selection operator (LASSO). The asymptotic properties of two of these new techniques are established. A Monte Carlo study is performed for homoscedastic and heteroscedastic models. Although the model is more challenging to estimate in the heteroscedastic case for most statistical methods, the proposed methods perform well in both scenarios. This confirms that the proposed quantile regression methods are robust to heteroscedasticity. Their performance is tested on economic panel data from the Organisation for Economic Cooperation and Development (OECD). The objective of the third chapter is to simultaneously restrict the number of individual regression constants and explanatory covariates. In addition to the LASSO, an adaptive LASSO is proposed, which enjoys oracle proprieties, i.e., it owns the asymptotic selection of the true model if it exists, and it has the classical asymptotic normality property. Monte Carlo simulations are performed in the case of low dimensionality (much more observations than parameters) and in the case of moderate dimensionality (equivalent number of observations and parameters). In both cases, the adaptive method performs much better than the non-adaptive methods. Finally, we apply our methodology to a cohort dataset of moderate dimensionality. For each chapter, open-source software is written, which is available to the scientific community
Esta tese consiste em três capítulos sobre análise de dados longitudinais. São discutidos modelos lineares mistos, tanto efeitos aleatórios (onde interseptos individuais são interpretados como variáveis aleatórias) quanto efeitos fixos (onde interseptos individuais são considerados constantes desconhecidas, ou seja, devem ser estimadas). Além disso, modelos robustos (resistentes a outliers) e modelos eficientes (com baixa variabilidade de estimadores) são propostos no âmbito de medidas repetidas. A segunda parte da tese é dedicada à regressão quantílica, que explora toda a distribuição condicional de uma variável resposta dado suas preditoras. Ela introduz um método mais geral para lidar com variáveis heterocedásticas e dados longitudinais. O primeiro capítulo é motivado pela avaliação da associação estatística entre a exposição à poluição do ar e a capacidade pulmonar de crianças e adolescentes durante um período de seis meses. Um modelo linear misto robusto combinado com uma análise de componentes principais igualmente robusta é proposto para lidar com a multicolinearidade entre covariáveis e o impacto de observações extremas sobre as estimativas. As funções de perda Huber e Tukey (exemplos de \textit{M-estimation}) são consideradas para obter estimadores mais robustos do que a função de mínimos quadrados geralmente usada para estimar os parâmetros de modelos lineares mistos. Um estudo de tamanho de amostra finito é realizado no caso em que as covariáveis seguem modelos de séries temporais lineares com ou sem outliers aditivos. É investigado o impacto da correlação temporal e outliers nas estimativas de parâmetros de efeito fixo em modelos lineares mistos. Além disso, foram introduzidos pesos para reduzir ainda mais o enviesamento das estimativas. Um estudo em dados reais revelou que a análise robusta dos componentes principais apresenta três componentes principais que explicam mais de 90% da variabilidade total. O segundo componente principal, que corresponde a partículas menores que 10 micrômetros, afeta significativamente a capacidade respiratória. Além disso, os indicadores biológicos como o tabagismo passivo têm um efeito negativo e significativo na capacidade pulmonar das crianças. O segundo capítulo analisa dados de painel com efeito fixo com três diferentes funções de perda. Para evitar que o número de parâmetros aumente com o tamanho da amostra, propomos penalizar cada método de regressão com least absolute shrinkage and selection operator (LASSO). As propriedades assimptóticas de duas dessas novas técnicas são estabelecidas. Um estudo de Monte Carlo é realizado para modelos homocedásticos e heterosecásticos. Embora o modelo seja mais difícil de estimar no caso heterocedástico para a maioria dos métodos estatísticos, os métodos propostos têm bom desempenho em ambos os cenários. Isto confirma que os métodos de regressão quantílica propostos são robustos à heterocedasticidade. Seu desempenho é testado nos dados do painel econômico da Organização para Cooperação e Desenvolvimento Econômico (OCDE). O objetivo do terceiro capítulo é restringir simultaneamente o número de constantes de regressão individuais e covariáveis explicativas. Além do LASSO, é proposto um LASSO adaptativo que permite a seleção assimptótica do modelo verdadeiro, se este existir, e que desfruta da propriedade de normalidade assimptótica clássica. As simulações de Monte Carlo são realizadas no caso de baixa dimensionalidade (muito mais observações do que parâmetros) e no caso de dimensionalidade moderada (número equivalente de observações e parâmetros). Em ambos os casos, o método adaptativo tem um desempenho muito melhor do que os métodos não adaptativos. Finalmente, aplicamos nossa metodologia em um conjunto de dados de coorte de dimensionalidade moderada. Para cada capítulo, um software de código aberto é escrito e colocado à disposição da comunidade científica
Doyon, Michaël. "Demande dynamique de santé physique chez les aînés : un modèle décisionnel unifiant mathématiques et théories du vieillissement réussi". Thèse, Université de Sherbrooke, 2017. http://hdl.handle.net/11143/11603.
Testo completoKebewar, Mazen. "La structure du capital et son impact sur la profitabilité et sur la demande de travail : analyses théoriques et empiriques sur données de panel françaises". Electronic Thesis or Diss., Orléans, 2012. http://www.theses.fr/2012ORLE0501.
Testo completoThis thesis contributes to the literature in three main areas of research about capital structure: the determinants of capital structure, the profitability and the labour demand. (i) The theoretical basis of the determinants of capital structure shows that there are three models that explains the capital structure: Trade-Off theory, Pecking Order theory and Market Timing theory. Further, the empirical evaluation shows a positive effect of the adjustment costs and the tangibility. On the other hand, growth opportunity, non-debt tax shield and profitability are negatively correlated with debt. (ii) The impact of capital structure on profitability can be explained by three essential theories: signal theory, tax theory and the agency costs theory. The empirical analysis allowed to distinguish three different groups of sectors: for the first group, the capital structure has no impact on profitability. The second, it is the group where the debt affects negatively the profitability in a linear way. The last group is characterized by the presence of a negative effect in a linear and nonlinear way. (iii) Theoretically, a negative impact of the capital structure on labour demand is expected. The empirical application shows heterogeneity of behavior between sectors regarding the impact of debt on the demand for labor; therefore, there are three different groups of sectors (i.e. no effect, negative linear effect, and linear and non linear negative effect). Furthermore, the magnitude of the effect of debt on the labour demand and on the profitability depends not only of the sector, but also of the size of company
Bounoung, Fouda Boniface. "Impact de l'AGOA sur les pays élégibles : dynamique des échanges, dynamique de structure et dynamique des taux de croissance". Phd thesis, Université Panthéon-Sorbonne - Paris I, 2008. http://tel.archives-ouvertes.fr/tel-00289297.
Testo completoGross, David. "Nage sous marine générée par boucle de rétroaction de courbure avec modélisation de muscles locomoteurs". Thesis, Université Côte d'Azur (ComUE), 2019. http://www.theses.fr/2019AZUR4053.
Testo completoUndulatory wave-based self-propulsion like used by fish may be a suitable alternative to traditional propeller-based propulsion for underwater vehicles. The use of undulatory propulsion implies a certain degree of structural flexibility will be present, hence consideration of both fluid and structure is critical to assessing the behavior of this form of propulsion. In this thesis, a novel segregated fluid-structure interaction (FSI) coupling scheme is developed between a finite element structure solver and a 2D unsteady panel method fluid solver with discrete vortex particle wake approach. The different components of the FSI solver are validated first individually and then as a whole using the case of a flexible two-dimensional plate in pure heave. The scaling law relating input swimming variables and the resulting swimming speed is then reproduced and the importance of drag to these relations is elucidated.A self-propelled swimmer whose beam-like structure and rigid body motions are resolved is then examined under the influence of an imposed bending moment distribution. A curvature-based, delayed proprioceptive feedback is then applied to deform the self-propelled swimmer. Feedback based swimming was found to be distinct from active, imposed bending moment swimming. A simplified one degree of freedom model was found to qualitatively describe the feedback swimmer behavior. A swimmer using muscle-like elements is then assessed to determine the relative importance of different muscle properties with the aim of identifying if the non-linear behavior of muscles is beneficial to self-propulsion. Finally, a three-dimensional, thin plate in pure heave is examined with the aim of determining to what extent an 3D panel method can be used in lieu of computationally expensive viscous flow approaches self-propulsion analysis in 3D
Vallaud, Thierry. "La rentabilité de la fidélisation du consommateur : 3 essais complémentaires". Thesis, Paris, CNAM, 2013. http://www.theses.fr/2013CNAM0873/document.
Testo completoIn this thesis based on works the author goes from two previous studies on the profitability of loyalty and customer potential determination to make a statement : part of the profitability of loyalty and of the potential for a brand is based on the reachable share of turnover done by the competition ; the catch rate.In this new work it is shown that the catch rate is based on the elasticity of the share of category requirement. From a review of the literature and several modeling on scanning panel data the author demonstrates on several markets that elasticity of the share of category requirement is limited and predictable.Then it’s in taking into account this small difference that a brand can estimate the “catchable” rate and therefore the profitability of loyalty and potential of a customer
Beaudet, Laurent. "Étude expérimentale et numérique du décrochage dynamique sur une éolienne à axe vertical de forte solidité". Thesis, Poitiers, 2014. http://www.theses.fr/2014POIT2271/document.
Testo completoThe Darrieus wind turbine has entered a period of renewed interest over the last years because it may stand for an alternative solution to produce electricity in urban areas. In particular, high solidity wind turbine can be chosen to take benefit from some of its key properties for use near populated city areas. Conversely, some aerodynamic problems arise. This type of wind turbine operates at low tip speed ratio for which dynamic stall has a very significant role. The goal of this work is to provide valuable data to complement the knowledge of the dynamic stall phenomenon that occurs on a vertical axis wind turbine in order to improve existing numerical models. This study relies on a combined analysis of numerical and experimental results. The numerical simulations are based on a bidimensional unsteady vortex panel method. Effects of viscosity are introduced by adding corrections computed with a semi-empirical dynamic stall model. The experimental work focuses on the dynamics of the shed vortices existing in the vicinity of the rotor as a result of dynamic stall. The set-up consists of a straight-bladed wind turbine tested in a wind tunnel. Unsteady pressure distribution measurements along the chord and velocity fields measurements by particle image velocimetry were carried out. Results indicate how the characteristics of dynamic stall are conditioned by the tip speed ratio. Stall inception delay, magnitude of the dynamic stall vortex effects and its convection velocity were evaluated. Blade/Vortex interaction was analyzed through the observation of the vortical system downstream of the rotor. In addition, a critical review of the suitability of the Leishman-Beddoes model to effectively simulate the effects of dynamic stall was accomplished
Guy, Yann. "L'impact de la finance de marché sur le comportement d'investissement des entreprises : une confrontation des approches microéconomique et macroéconomique". Phd thesis, Université Paris-Diderot - Paris VII, 2012. http://tel.archives-ouvertes.fr/tel-00738271.
Testo completoBarnaud, Félix. "Influence of advanced unsteady aerodynamic models on the aeroelastic response of an offshore wind turbine". Thesis, Normandie, 2019. http://www.theses.fr/2019NORMIR31.
Testo completoThe size of modern offshore wind turbine rotors has reached very large dimensions and keeps increasing in order to reduce the cost of electricity. More challenging designs are thus needed to improve the aerodynamic performances and reduce the structural loads. The state-of-the-art tools such as Blade Element Momentum Theory (BEMT) used to predict the loads and performances of wind turbines have been designed for much smaller rotors in standard operating conditions. Load cases in specific conditions such as yaw misalignment are a priori out of the validity range for such tools. The goal of the thesis is to investigate more advanced aerodynamic models in order to assess the differences in load predictions compared to state-of-the-art tools. In particular, this work focuses on unsteady flows which represent a challenge for engineering tools. For this purpose, a panel method code including viscous effects such as dynamic stall is compared to a BEMT code in realistic wind conditions with large yaw misalignment. The calculations are performed in the framework of aero-servo-elasto coupling in order to be represen¬tative of the load calculations performed in industry following certification standards. The impact of the dynamic stall model is investigated in particular for both BEMT and panel method, for extreme and fatigue loading in cases of yaw misalignment. Differences have been observed between both codes and for several parametrizations of dynamic stall model. In addition, it has been noticed that including the servo-elasto coupling changes a lot the observations regarding aerodynamic loading. Large angles of at¬tack are observed on wind turbine blades in yaw misalignment cases, and the flow around blade sections in such conditions is particularly affected by viscous effects such as dynamic stall or vortex shedding which are not inherently solved by panel methods nor BEMT but modeled with semi-empirical models. Alternative models such as Large Eddy Simulation (LES) that would capture these effects have to be considered. Wall-modeled LES (WMLES) is thus used in the second part of this thesis to investigate the flow around wind turbine dedicated airfoils, much thicker than airfoils used in aeronautics. Several cases are simulated, for attached and detached flows and in steady or oscillating cases. Angles of attack up to 90° are investigated at realistic Reynolds number. It appears that WMLES is able to capture correctly the main flow features in attached conditions and at very high angle of attack with coarse meshes. However, the near stall cases are more challenging to capture even with appropriate wall laws and require very fine meshes to be correctly solved. A comparison is also performed for motions with high reduced frequency and compared to other models, revealing the promising capacities of WMLES in such cases
Diallo, Abdourahmane. "Théorie et estimation des modèles spatiaux à choix discret : application aux modèles d'occupation du sol en région PACA". Paris, EHESS, 2014. http://www.theses.fr/2014EHES0167.
Testo completoIn this thesis, we propose and discuss some spatial discrete choice models that rely on the theory of random utility model, as well as some limit theorems. Although several estimation methods already exist - like likelihood maximization methods (LM) which consider ail the available information in the samples - we propose an approach by the generalized method of moments (GMM) to estimate the unknown parameters of these models. We start by recalling the theoretical results and estimate approaches of spatial discrete choice models that are going to be essential in the other chapters. In Chapter 2, we provide results of a central limit theorem in order to prove the consistency and the asymptotic normality of the estimators proposed in Chapters 3 and 4. The Chapter 3 extends KLIER and MCMILLEN's method in the case of a model that includes both a dependent variable and disturbances terms spatially lagged. Chapter 4 derives the multinomial case and panels data spatially lagged. Chapter 4 derives the multinomial case and panels data
Tran, Khanh Le. "Étude de la résistance et de la stabilité des tôles courbes cylindriques en acier : applications aux ouvrages d'art". Phd thesis, Université Paris-Est, 2012. http://pastel.archives-ouvertes.fr/pastel-00808411.
Testo completoVallaud, Thierry, e Thierry Vallaud. "La rentabilité de la fidélisation du consommateur : 3 essais complémentaires". Phd thesis, Conservatoire national des arts et metiers - CNAM, 2013. http://tel.archives-ouvertes.fr/tel-00877355.
Testo completoNayihouba, Kolobadia Ada. "Essays in dynamic panel data models and labor supply". Thèse, 2019. http://hdl.handle.net/1866/23499.
Testo completoThis thesis is organized in three chapters. The first two chapters propose a regularization approach to the estimation of two estimators of the dynamic panel data model : the Generalized Method of Moment (GMM) estimator and the Limited Information Maximum Likelihood (LIML) estimator. The last chapter of the thesis is an application of regularization to the estimation of labor supply elasticities using pseudo panel data models. In a dynamic panel data model, the number of moment conditions increases rapidly with the time dimension, resulting in a large dimensional covariance matrix of the instruments. Inverting this large dimensional matrix to compute the estimator leads to poor finite sample properties. To address this issue, we propose a regularization approach to the estimation of such models where a generalized inverse of the covariance matrix of the intruments is used instead of its usual inverse. Three regularization schemes are used : Principal components, Tikhonov which is based on Ridge regression (also called Bayesian shrinkage) and finally Landweber Fridman which is an iterative method. All these methods involve a regularization parameter which is similar to the smoothing parameter in nonparametric regressions. The finite sample properties of the regularized estimator depends on this parameter which needs to be selected between many potential values. In the first chapter (co-authored with Marine Carrasco), we propose the regularized GMM estimator of the dynamic panel data models. Under double asymptotics, we show that our regularized estimators are consistent and asymptotically normal provided that the regularization parameter goes to zero slower than the sample size goes to infinity. We derive a data driven selection of the regularization parameter based on an approximation of the higher-order Mean Square Error and show its optimality. The simulations confirm that regularization improves the properties of the usual GMM estimator. As empirical application, we investigate the effect of financial development on economic growth. In the second chapter (co-authored with Marine Carrasco), we propose the regularized LIML estimator of the dynamic panel data model. The LIML estimator is known to have better small sample properties than the GMM estimator but its implementation becomes problematic when the time dimension of the panel becomes large. We derive the asymptotic properties of the regularized LIML under double asymptotics. A data-driven procedure to select the parameter of regularization is proposed. The good performances of the regularized LIML estimator over the usual (not regularized) LIML estimator, the usual GMM estimator and the regularized GMM estimator are confirmed by the simulations. In the last chapter, I consider the estimation of the labor supply elasticities of Canadian men through a regularization approach. Unobserved heterogeneity and measurement errors on wage and income variables are known to cause endogeneity issues in the estimation of labor supply models. A popular solution to the endogeneity issue is to group data in categories based on observable characteristics and compute the weighted least squares at the group level. This grouping estimator has been proved to be equivalent to instrumental variables (IV) estimator on the individual level data using group dummies as intruments. Hence, in presence of large number of groups, the grouping estimator exhibites a small bias similar to the one of the IV estimator in presence of many instruments. I take advantage of the correspondance between grouping estimators and the IV estimator to propose a regularization approach to the estimation of the model. Using this approach leads to wage elasticities that are substantially different from those obtained through grouping estimators.