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  • Essays in semiparametric econometrics

    Creator:
    Livingston, Olga Voyteshenko
    Abstract:
    Two essays are focused on semiparametric econometric methods. The first essay investigates applicability of the smooth back tting estimator (SBE) to statistical analysis of residential energy consumption. The second essay attempts to incorporate additivity restrictions into semiparametric stochastic frontier estimation. The procedure described in the first study is used to...
    Resource Type:
    Dissertation
    Full Text:
    the dwelling into the model. An extensive overview of econometric analysis of residential energy

  • A method for estimation of generalized linear models when explanatory variables contain meaurement error

    Creator:
    Sauter, Roger M.
    Abstract:
    This thesis considers the problem of estimating the linear parameters of generalized linear models (GLM), especially binomial and Poisson regression models, when the explanatory variable is subject to measurement error. In this situation, the dependence of the response variable on the observed explanatory variable cannot typically be modeled as a...
    Resource Type:
    Dissertation
    Full Text:
    . . 43 5. Measurement Error Model Estimation Using the Double Exponential Family 46 5.1 The Model and

  • Estimation of implicit prices in hedonic price models : flexible parametric versus additive nonparametric approach

    Creator:
    Bin, Okmyung
    Abstract:
    This thesis contains two essays that use state-of-the-art econometric methods to estimate the implicit prices of various housing and vehicle attributes in hedonic price analysis. The additive nonparametric regression proposed by Hastie and Tibshirani (1990) is applied to capture a series of nonlinearities relating prices to their attributes that cannot...
    Resource Type:
    Dissertation
    Full Text:
    I.1 The Hedonic Price Model and Implicit Prices 4 1.2 Estimation of Hedonic Price Models 5 II

  • Smooth nonparametric conditional quantile profit function estimation

    Creator:
    Piskunov, Anton
    Abstract:
    Recently, in an attempt to produce robust production frontier estimators, Aragon et al. [2005, Nonparametric frontier estimation: a conditional quantile-based approach. Econometric Theory 21, 358-389] and Martins-Filho and Yao [2008, A smooth nonparametric conditional quantile frontier estimator. Journal of Econometrics 143, 317-333] considered the estimation of nonparametric α- frontier models...
    Resource Type:
    Masters Thesis
    Full Text:
    MODEL AND ESTIMATION . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12

  • Data assimilation for prediction of shallow water flows with uncertain bathymetry

    Creator:
    Wilson, Gregory W.
    Abstract:
    A new method is introduced for incorporating bathymetric uncertainty into predictions of nearshore and river flows (i.e., unstratified flows primarily forced by pressure and radiation stress gradients). The method involves the use of the ensemble Kalman filter (EnKF) as a parameter estimation scheme, where the parameter to be estimated is...
    Resource Type:
    Dissertation
    Full Text:
    methodology: the parameter estimation scheme, the hydrodynamic model, and the technique used to represent