Browsing by Author "Li, Qi"
Now showing items 21-40 of 79
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Zou, Lin (2009-05-15)
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Nam, Changwoo (2011-10-21)We propose an asset pricing model in a production economy where cash flows are determined by firms' optimal dividend and investment decisions. Extensive and intensive decision margins in dividend payout are modeled with ...
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Zheng, Li (2020-04-22)This dissertation consists of three essays on applied econometrics. The first essay is entitled A Structural Analysis on US Spectrum Auctions. The spectrum auction allocates spectrum licenses to companies. This paper ...
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Kim, Sang Bong (2010-01-16)In this dissertation I explain the relationship among inflation volatility, rational bubbles, and asset prices. In addition, I investigate the transmission of asset prices and volatility among countries. In the second ...
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Zhang, Shuoxun (2011-06-01)My dissertation investigates the behavior of consumers and banks in the presence of government as the credit insurer of last resort. Consumers have an option to file for bankruptcy under law when there are unexpected adverse ...
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Asava-Vallobh, Norabajra (2010-07-14)This dissertation consists of four essays which investigate efficiency analysis, especially when non-discretionary inputs exist. A new approach of the multi-stage Data Envelopment Analysis (DEA) for non-discretionary inputs, ...
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Dang, Trang Phuong Th 1977- (2012-11-28)Markets have always changed in response to either exogenous or endogenous shocks. Many large events have occurred in financial and energy markets the last ten years. This dissertation examines market behavior and volatility ...
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Zang, Hailing (Texas A&M University, 2005-11-01)This dissertation uses recently developed empirical methodologies for the study of multi-unit auctions to test the impacts of Financial Transmission Rights (FTRs) on the competitiveness of restructured electricity markets. ...
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Su, Xiaojing (2009-05-15)
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Liu, Dandan (Texas A&M University, 2006-10-30)This dissertation consists of three essays. Chapter II uses the method of structural factor analysis to study the effects of monetary policy on key macroeconomic variables in a data rich environment. I propose two structural ...
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Li, Xinrong (2012-02-14)One of the very interesting demographic features in the US over the last three decades of the 20th century is the increase of the married women labor force participation rate. Over the same period, estimated labor supply ...
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Gao, Wenzheng (2018-05-01)This dissertation includes three chapters on microeconometrics with applications to social network. In the first chapter, we study identification and estimation of peer effects in a game theoretical social interaction model ...
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Son, Jong Chil (2010-01-14)The recent financial and economic turmoil driven by housing market has led the economists to refocus on the issue about monetary policy and asset price, especially housing price. In this dissertation I investigate the ...
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Zhang, Daiqiang (2017-03-24)Due to the fundamental role of asymmetric information in economic relations, during the past decades contracts have flourished and dedicated to how the information asymmetry and incentives induce strategic behavior among ...
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Chang, Meng-Shiuh (2012-10-19)This dissertation includes two essays. In the first essay, I proposed an alternative estimator for multivariate densities. This estimator can be characterized as a transformation based estimator. The first stage estimates ...
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Karaca, Zeynal (2009-06-02)The U.S. pharmaceutical industry has been remarkably successful in developing new treatments for many of the leading causes of morbidity and mortality. These new treatments and their high prices lead government and private ...
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Li, Ke (2012-02-14)Conventional Cobb-Douglas and Transcendental Logarithmic production functions widely used in Stochastic Production Frontier Estimation and Inefficiency Analysis have merits and deficiencies. The Cobb-Douglas function imposes ...
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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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Lee, Sungbok (2012-02-14)This dissertation investigates the relationship of competition and firms' price responses, by analyzing: i) whether new entry reduces price discrimination, ii) when incumbents reduce price discrimination preemptively in ...
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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 ...