School of Business, Economics and Law / Handelshögskolan: Recent submissions
Now showing items 781-800 of 1831
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Least squares estimates of regression functions with certain monotonicity and concavity/convexity restrictions
(University of Gothenburg, 1998-06-01)In all regression problems the choice of model and estimation method is due to a priori information about the regression function. In some situations it is motivated to consider regression functions with specific non-parametric ... -
Variance estimates based on knowledge of monotonicity and concavity properties
(University of Gothenburg, 1998-08-01)In problems dealing with regression functions the choice of model and estimation method is due to a priori information about the regression function. In some situations it is motivated to consider regression functions with ... -
Some interaction models for clustered point patterns
(University of Gothenburg, 1998-08-01)We introduce a class of spatial point processes, interacting neighbour processes, where the density of the process can be written by means of local interactions between a point and subsets of its neighbourhood but where ... -
Repeated measurement designs for models with self and mixed carryover effects
(University of Gothenburg, 1998-09-01)We study the problem of design and analysis of two-period repeated measurement (crossover or changeover) designs based on two or more treatments. In our model we allow the appearance of two types of carryovers (residuals) ... -
The causal nexus of government spending and revenue in Finland: A bootstrap approach
(University of Gothenburg, 1998-10-01)Applying VAR(5), a bootstrap simulation approach and a multivariate Rao's F-test indicate that government revenue Granger causes spending in Finland. This does not agree with Barro's tax smoothing hypothesis. The explanation ... -
The robustness of the systemwise Breauch-Godfrey autocorrelation test for non-normal distributed error terms
(University of Gothenburg, 1998-11-01)Using Monte Carlo methods, the properties of systemwise generalisations of the BreauchGodfrey test for autocorrelated errors are studied in situations when the error terms follow a normal and non-normal distributions. ... -
Naïve Beliefs and the Multiplicity of Social Norms
(2011-02)In a signalling model of conformity, we demonstrate that naïve observers, those that take actions at face value, constrain the set of actions that can possibly be social norms. With rational observers many actions can ... -
On monotonicity and early warnings with applications in economics
(University of Gothenburg, 1999-01-01)In this report a method for monitoring time series with cycles is presented. It is a nonparametric approach for detecting the turning point of the cycles. Time series of business indicators often exhibit cycles that can ... -
The surveillance of several processes with different change points
(University of Gothenburg, 1999-02-01)A statistical surveillance situation which involves the simultaneous surveillance of several processes is treated. Some recently suggested multivariate methods are discussed together with a new method based on the likelihood ... -
Monotonicity aspects on seasonal adjustment
(University of Gothenburg, 1999-03-01)Monotonicity is an important property in time series analysis. It is often of interest to know if the seasonal adjustment method used has altered the monotonicity or changed the time of turning points in a time series that ... -
Monotonicity restrictions used in a system of early warnings applied to monthly economic data
(University of Gothenburg, 1999-04-01)When making political decisions, the ability to make correct predictions about the behaviour of the business cycle in the future is important. The ability to forecast business cycles determines the success of, for example, ... -
Testing for cointegrating relations - A bootstrap approach
(University of Gothenburg, 1999-05-01)Using Monte Carlo methods together with the Bootstrap critical values, we have studied the properties of two tests (Trace and L-max), derived by Johansen (1988) for testing for cointegration in V AR systems. Regarding the ... -
The effect of non-normal error terms on the properties of systemwise RESET test
(University of Gothenburg, 1999-06-01)The small sample properties of the systemwise RESET test for functional misspecification is investigated using normal and non-normal error terms. When using normally distributed or less heavy tailed error terms, we find ... -
Some power aspects of methods for detecting different shifts in the mean
(University of Gothenburg, 1999-07-01)We study, by means of simulations, the performance of the Shewhart method, the Cusum method, the Shiryaev-Roberts method and the likelihood ratio method in the case when the true shift differs from the shift for which the ... -
On statistics and scientific thinking
(University of Gothenburg, 1999-08-01)Scientific thinking could in a wider scope be regarded as the process resulting in scientific knowledge. Such a definition is however at the same time to narrow and to wide since you could easily find projects ruled by the ... -
Trend-free repeated measurement designs
(University of Gothenburg, 1999-09-01)The existence and non-existence of trend-free repeated measurement designs are investigated. Two families of efficient / optimal trend-free repeated measurement designs have been identified and methods of construction of ... -
The impact of season and climate on growth during early childhood in different socio-economic groups in Lahore, Pakistan
(University of Gothenburg, 1999-10-01)Aim. The aim of this study was to analyse the impact of season and climate on early child growth in four socio-economically different groups living in Lahore, Pakistan. Methods. A prospective cohort study was conducted ... -
Longitudinal methods for analysis of the influence of breastfeeding on early child health in Pakistan
(University of Gothenburg, 1999-11-01)Statistical methods for analysing aspects of early child health in Lahore, Pakistan are discussed. We construct generalised linear mixed models with a binomial response variable and both fixed and random explaining effects. ... -
Longitudinal methods for analysis of early child health in Pakistan
(University of Gothenburg, 1999-12-01)Statistical methods to analyse some aspects on early child health in Lahore, Pakistan are discussed. The aim of this thesis is to choose, examine and use statistical methods suitable to analyse different aspects of early ... -
Characterization of methods for surveillance by optimality
(University of Gothenburg, 1999-12-02)Different criteria of optimality are discussed. The shortcomings of some criteria of optimality are demonstrated by their implications. The correspondences between some criteria of optimality and some methods are examined. ...