Browsing by Author "Li, Qi"
Now showing items 1-20 of 79
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Sánchez Aragón, Leonardo F (2014-04-07)In this dissertation we address practical issues in designing weather insurance contracts for risk management in developing countries in three different scenarios. First, we develop an innovative contract design strategy ...
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Wu, Xi (2014-08-08)This dissertation consists of three essays about adverse selection and advantageous selection in life insurance and health insurance markets. Firstly, I confirm the advantageous selection in voluntary private health ...
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Li, Yarui (2013-12-04)The housing market plays a significant role in shaping the economic and social well-being of U.S. households. It helps spur U.S. economic growth when house prices rise, and drags the economic growth when house prices drop. ...
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Dai, Chaoyi (2020-11-16)In China, the soaring house prices made households form the anticipation of rising house prices. We analyzed the effect of housing policies when an expectation for the booming house market was formed. In this paper, we ...
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Ibarra Ramirez, Raul (2011-08-08)This dissertation contains three applications of time series in finance and macroeconomics. The first essay compares the cumulative returns for stocks and bonds at investment horizons from one to ten years by using a test ...
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Li, Shixuan (2020-04-28)This dissertation contains three essays which examine network effect study in econometrics and its applications. In the first essay, I study two research questions: how underwriter network affects firm network through IPO ...
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Jeong, Minsoo (2009-05-15)In this paper I derive the asymptotics of the exact, Euler, and Milstein ML estimators for diffusion models, including general nonstationary diffusions. Though there have been many estimators for the diffusion model, their ...
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Gupta, Manu (Texas A&M University, 2005-08-29)As evident from recent changes in NYSE and Nasdaq listing requirements, board independence is considered an important constituent of firms?? corporate governance structures. However, the empirical evidence regarding the ...
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Savchuk, Olga (2010-01-14)The statistical properties of cross-validation bandwidths can be improved by choosing an appropriate kernel, which is different from the kernels traditionally used for cross- validation purposes. In the light of this idea, ...
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Shan, Wei (2009-05-15)What is the role of political leadership in the mechanisms that bind general masses and political elites behind a certain policy program? And what factors account for the changes in political leadership? The mechanisms ...
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Guan, Yuting; Ma, Yanlin; Li, Qi; Sun, Zhenliang; Ma, Lie; Wu, Lijuan; Wang, Liren; Zeng, Li; Shao, Yanjiao; Chen, Yuting; Ma, Ning; Lu, Wenqing; Hu, Kewen; Han, Honghui; Yu, Yanhong; Huang, Yuanhua; Liu, Mingyao; Li, Dali (EMBO Molecular Medicine, 2016)
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Zhang, Yuhan; Chong, XuezhouNowadays, as the two largest economies in the world, China and US economic relations have expanded substantially over the past decades. China is the US's second-largest merchandise trading partner, third-largest export ...
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Long, Wei (2015-06-10)This dissertation contains two essays which examine the theory of model selection in econometrics and its applications. In the first essay, we utilize a model average approach to estimate a mixture copula. We average over ...
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Ahmad, Ibrahim; Leelahanon, Sittisak; Li, Qi (Annals of Statistics, 2005)
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Garcia, Tanya (2012-10-19)Many statistical models, like measurement error models, a general class of survival models, and a mixture data model with random censoring, are semiparametric where interest lies in estimating finite-dimensional parameters ...
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Kang, Boo-Sung (Texas A&M University, 2006-04-12)This dissertation pursues to find an answer empirically to the question of the revenue ranking between the multiple price auction and the single price auction. I also attempt to get empirical clues in terms of the efficiency ...
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Gu, Jingping (2009-05-15)This dissertation consists of three essays. Chapter II examines the possible asymmetric response of gasoline prices to crude oil price changes using an error correction model with GARCH errors. Recent papers have looked ...
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Sengupta, Anirban (2009-06-02)The advent of the internet has revolutionized the way people buy and sell. The internet is characterized by increased access to information. This increased information should foster convergence to the “law of one price,” ...
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Zhao, Naibao (2018-04-30)This dissertation introduces two essays with the focus on alternative approaches to empirical research in economics. The first essay uses a reduced-form approach to address a “macro-phenomenon:” the long-standing puzzle ...
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Xu, Jin (2013-05-20)This dissertation consists of three essays wherein tools of financial econometrics are used to study the three aspects of farmland valuation puzzle: short-term boom-bust cycles, overpricing of farmland, and inconclusive ...