Spelling suggestions: "subject:"econometric models"" "subject:"conometric models""
131 |
Three essays on nonparametric and semiparametric regression modelsYao, Feng 23 April 2004 (has links)
Graduation date: 2004
|
132 |
A mathematical analysis and critique of activity-based costing using mixed integer programmingHamler-Dupras, Kevin 29 May 1997 (has links)
The acquisition and elimination of products and the resources needed to create
them constitutes an important part of the business decision-making process. Activity-based
costing (ABC) supports this process by providing a tool for evaluating the relative
profitability of various products. It accomplishes this by allocating costs to products
based on the activities, and in turn the resources demanded by those activities, required to
produce them. In allocating indirect costs traditionally considered "fixed," such as
equipment, administrative overhead, and support staff salaries, ABC treats all costs as
variable in the long-run.
However, many costs can only vary in discrete steps. For example, one usually
cannot purchase a fractional piece of equipment; one chooses either to buy it or not to buy
it. Also, in adding support staff, one will typically find that people demand full-time
positions, so increments will come in discrete amounts. This stairstep semivariable nature
of many costs runs counter to ABC's treatment of all costs as variable. In addition,
different products often draw upon the same resources. This creates complex interactions, making it difficult to predict the ultimate consequences of adding or eliminating a particular product.
Mixed integer programming (MIP) provides another tool for making these product/resource mix decisions. Unlike ABC, however, it can handle variables that take on integer values, and hence deal appropriately with stairstep semivariable costs. It also ensures that the decision recommended by the model will optimize profitability, given that a solution exists and the underlying assumptions hold true. In doing this, MIP automatically adjusts for all of the complex interactions that exist among the various products and resources.
Using a simplified two product/two resource model, one can detail the mathematics behind ABC and MIP, and then link the two approaches through a common variable. This allows one to establish the conditions under which ABC and MIP will yield the same results, and those under which they will differ. Since MW produces an optimal solution, the fact that ABC yields a different result under specific circumstances underscores the danger of relying solely on the product margins generated by an ABC model. / Graduation date: 1998
|
133 |
Financial time series analysisYin, Jiang Ling January 2011 (has links)
University of Macau / Faculty of Science and Technology / Department of Computer and Information Science
|
134 |
Modeling the international competitiveness of Botswana's coalFichani, Khaulani, January 1900 (has links)
Thesis (Ph. D.)--West Virginia University, 2003. / Title from document title page. Document formatted into pages; contains viii, 193 p. : ill. (some col.), maps. Vita. Includes abstract. Includes bibliographical references (p. 155-159).
|
135 |
A vector autoregression (VAR) model of housing starts and housing price in Hong KongWong, Kin-man, 黃健文 January 2012 (has links)
It is observed that there are many different models about housing price. Yet, this is relatively smaller number of studies about housing starts. This thesis is an empirical study to work out the relationship between housing starts, housing price and other economic and policy instrumental factors. To achieve this objective, a Vector Autoregression (VAR) model is built since there is inter-relationship between housing starts and housing price.
By applying previous models filled with the research gaps, a new VAR model about the housing starts and housing price in Hong Kong is built. Four hypotheses are tested in the thesis. The first and second hypotheses are if housing starts and housing price are affected by the given exogenous variables. The third hypothesis is if the past movement of economic variables reliable in predicting future values of that variable. The last hypothesis is to test if the “high-land-price” policy really pushes up the housing price.
The empirical results found in this thesis are a little bit different to previous studies in Hong Kong and overseas. Factors which are frequently proved to be statistically significant are not significant in this study (e.g. interest rate and tender price index). Developers in Hong Kong are found to care more about the future market rather than the current market conditions. Many factors do not exert an influence directly on housing starts but indirectly through their impact to the change of the change of the housing price.
It is interesting to know that housing starts react negatively to a change in housing price. An increase in the change of housing price is a bullish signal for the developers. They will hold the land for a while until they expect the peak is coming upon the completion of a project. Therefore, the empirical results suggest the government has to introduce some policies which will lead to a fall in housing price in case that she wants to increase the supply of new private residential housing. Developers will accelerate the applications to commence construction when they expect there will be a downward trend in the housing price (which is shown by a negative change of the housing price.. / published_or_final_version / Real Estate and Construction / Master / Master of Philosophy
|
136 |
Asset pricing dynamics in a fragile economy: theory and evidenceYoeli, Uziel 28 August 2008 (has links)
Not available / text
|
137 |
Essays on vertical mergers, advertising, and competitive entryAyar, Musa, 1979- 29 August 2008 (has links)
This dissertation consists of three independent essays. We briefly introduce these essays in chapter 1 and leave a comprehensive introduction to each essay. Chapter 2 considers a vertically separated industry where production takes time and vertical mergers shorten production time. We investigate the impact of vertical mergers on the downstream firms' ability to collude and show that vertical mergers facilitate downstream collusion. Chapter 3 provides a theoretical foundation for a puzzling empirical observation that advertising follows an inverted U shape for some new products. Chapter 4 analyzes an incumbent's response to a competitive entry. We show that if the quality of the entrant is uncertain, the incumbent can "jam" the quality signalling of the entrant. Finally, chapter 5 summarizes main conclusions of three essays. / text
|
138 |
Statistical analysis of high frequency data using autoregressive conditional duration models彭國永, Pang, Kwok-wing. January 2001 (has links)
published_or_final_version / Statistics and Actuarial Science / Master / Master of Philosophy
|
139 |
Essays on state space models and macroeconomic modellingDelle Monache, Davide January 2011 (has links)
No description available.
|
140 |
An economic model for the analysis of southwestern range forage improvementDickerman, Alan Richard, 1937- January 1966 (has links)
No description available.
|
Page generated in 0.0814 seconds