Browsing by Author "Xu, Ke-Li"
Now showing items 1-13 of 13
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Ding, Liyuan 1988- (2012-12-11)Safety first criterion and mean-shortfall criterion both explore cases of assets allocation with downside risk. In this paper, I compare safety first portfolio selection problem and mean-shortfall portfolio optimization ...
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Jithitikulchai, Theepakorn (2014-12-10)This dissertation examines the economic impacts of ocean-related climate variability on U.S. crops and the effect sweetened beverage taxes would have on beverage consumption among low income food assistance program ...
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Haque, Syed Imranul (2016-07-27)In this dissertation, I study the role of a specific group of financial institutions, institutional investors, in the asset allocation process as well as in shaping corporate policies. The first essay investigates the role ...
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Hanson, Nicole Lynn (2015-07-27)Global firms are increasingly moving new product development (NPD) to large emerging markets, such as India and China. In my dissertation, I study two potential NPD strategies that a global firm can pursue when entering ...
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Yao, Hsin-Hung (2016-08-01)This dissertation contains two essays which propose tests for smooth structural changes in dependence and volatility, respectively. In the first essay, we propose a generalized likelihood ratio test for smooth structural ...
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Duangnate, Kannika (2015-11-25)Advances in production technology are increasing the availability of natural gas in the U.S. Examining how these technological advancements influence the dynamics in the natural gas and energy sectors is the subject here. ...
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Yang, Jui-Chung (2014-08-05)The reaction coefficients of expected inflations and output gaps in the forecast-based monetary policy reaction function may be merely weakly identified when the smoothing coefficient is close to unity, i.e., the nominal ...
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Qu, Yuan (2014-07-28)It is of fundamental interest to routinely monitor waves and currents in the nearshore seas both scientifically and to the general public, because they play an important role in coastline erosion and they have a significant ...
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Liu, Guannan (2016-03-09)My dissertation includes two essays studying the forecasting of financial returns. In the first essay, I study the temporal dependence structures of financial returns by using a mixture copula model. A mixture copula is a ...
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Liang, Zhongwen (2012-10-19)In this dissertation, I consider linear, binary response correlated random coefficient (CRC) panel data models and a truncated CRC panel data model which are frequently used in economic analysis. I focus on the nonparametric ...
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Huang, Ta-Cheng (2018-05-03)This dissertation includes two essays: The first one is on nonparametric inference in causal effect models, and the second one is on nonparametric estimation in financial economics. In the first essay, we propose a ...
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Hongsakulvasu, Napon (2015-08-09)In this paper, I propose a new semi-parametric GARCH-in-Mean model. Since many empirical papers have the mix results on the risk-return relation, the cause of problem may come from the misspecification of conditional mean ...
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Ma, Guangyi (2012-10-19)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 ...