Department of Economics / Institutionen för nationalekonomi med statistik: Recent submissions
Now showing items 441-460 of 1135
-
Monitoring a Freshwater Fishpopulation: Statistical Surveillance of Biodiversity
(University of Gothenburg, 1997-02-01)Statistical surveillance are methods for repeated analysis of stochastic processes, aiming to detect a change in the underlying distribution. Such methods are widely used for industrial, medical, economical and other ... -
Screening-related prevalence and incidence for non-recurrent diseases
(University of Gothenburg, 1997-02-01)Expressions for prevalence (P) and incidence (I) in open dynamic populations are derived. When screenings are performed every s:th year, P and I will be functions of s. It is shown how the true values of P and l, which ... -
A stepwise regression procedure applied to an international production study - a multiple inference solution
(University of Gothenburg, 1997-04-01)The aim of this paper is to apply a certain procedure for stepwise regression analysis to a problem included in a study of integrated international production. The question, which factors are important for the transnational ... -
Multitype spatial point patterns with hierarchical interactions
(University of Gothenburg, 1998-01-01)Multitype spatial point patterns with hierarchical interactions are considered. Here hierarchical interaction means directionality: Points on a higher level of hierarchy affect the locations of points on the lower levels, ... -
Evaluations of likelihood ratio methods for surveillance. Differences and robustness.
(University of Gothenburg, 1998-02-01)In many areas there is a need for continual observation of a time series, with the goal of detecting an important change in the underlying process as soon as possible after it has occurred. In recent years there have been ... -
Surveillance of spatial patterns - Change of interaction in the Ising model
(University of Gothenburg, 1998-03-01)Surveillance to detect changes of spatial patterns is of interest in many areas such as environmental control and regional analysis. Here the interaction parameter of the Ising model, is considered. A minimal sufficient ... -
Evaluation of some methods for statistical surveillance of an autoregressive process
(University of Gothenburg, 1998-04-01)Statistical surveillance is used for fast and secure detection of a critical event in a monitored process. This paper studies the performance for AR(l) processes. Two often suggested methods for detection of a shift in the ... -
On monitoring of environmental and other autoregressive processes
(University of Gothenburg, 1998-05-01)Statistical surveillance is used for monitoring a sequence of data arriving step by step. These techniques have been applied in many places in society and lately the interest and need for rational methods to be used on ... -
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 ...