• Refine Query
  • Source
  • Publication year
  • to
  • Language
  • 2
  • Tagged with
  • 2
  • 2
  • 1
  • 1
  • 1
  • 1
  • 1
  • 1
  • 1
  • 1
  • 1
  • 1
  • 1
  • 1
  • 1
  • About
  • The Global ETD Search service is a free service for researchers to find electronic theses and dissertations. This service is provided by the Networked Digital Library of Theses and Dissertations.
    Our metadata is collected from universities around the world. If you manage a university/consortium/country archive and want to be added, details can be found on the NDLTD website.
1

Spatial methods in econometrics

Gumprecht, Daniela 05 1900 (has links) (PDF)
This thesis deals with the appropriate handling of spatial data in general, and in particular in the framework of economic sciences. An overview of well known methods from the field of spatial statistics and spatial econometrics is given. Furthermore a special class of spatial objects is described, namely objects that are that far apart from all other observations in the dataset, that they are not connected to them anymore. Different treatments of such objects are suggested and their influence on the Moran's I test for spatial autocorrelation is analyzed in more detail. After this theoretical part some adequate spatial methods are applied to the well-known problem of R&D spillovers. The corresponding dataset is not obviously spatial, nevertheless spatial methods can be used. The spatial contiguity matrix is based on an economic distance measure instead of the commonly used geographic distances. Finally, optimal design theory and spatial analysis are combined via a new criterion. This criterion was developed to be able to take a potential spatial dependency of the data points into account. The aim is to find the best design points that show the same spatial dependence structure as the true population. (author's abstract)
2

Essays in Behavioral Economics and Econometrics

Zankiewicz, Christian 14 September 2017 (has links)
Der verhaltensökonomischen Literatur entsprechend behandeln die drei Kapitel dieser Dissertation unterschiedliche Aspekte des menschlichen Verhaltens, welches als "nicht-rational" zu bezeichnen ist. Jedes dieser Kapitel leistet einen Beitrag zum aktuellen Stand der Forschung auf dem Gebiet der Verhaltensökonomik mit Hilfe von entweder experimentellen, empirischen oder methodischen Ansätzen. Das erste Kapitel schlägt ein einfaches verhaltensökonomisches Modell vor und unterzieht dieses einer Reihe von experimentellen Tests. Das Modell erweitert die Literatur zur Fehlwahrnehmung von multiplikativen Wachstumsprozessen und hilft somit typische Fehlinvestitionen in der langen Frist zu erklären. Im Rahmen des zweiten Kapitels werden Daten einer Online-Kreditbörse genutzt, um empirisch zu untersuchen, ob sich private Investoren entsprechend den Vorhersagen der standardmäßigen ökonomischen Fachliteratur verhalten und einzig die erwartete Rendite berücksichtigen oder ob sie von anderen nicht-finanztechnischen Attributen eines Schuldners beeinflusst werden. Der Schwerpunkt der Analyse liegt dabei auf Geschlechterdiskriminierung im Rahmen dessen unterschiedliche Diskriminierungskonzepte getestet werden. Das dritte Kapitel wählt einen methodischen Ansatz und schlägt ein innovatives Experiment-Design vor, welches den empirisch gut dokumentierten Schwierigkeiten bzgl. der Angabe von subjektiven Wahrscheinlichkeiten von Teilnehmern an Umfragen und Laborexperimenten Rechnung trägt. Ein Binary-Choice-Ansatz eingebettet in ein adaptives Experiment-Design minimiert den Aufwand für die Befragten und ermöglich somit eine praktikable und effiziente Elizitierung der subjektiven Meinungen. / In the line with the literature on behavioral economics, the three chapters of this dissertation shed light on different aspects of human behavior that are at odds with rationality. Each chapter contributes to the existing behavioral economic research using either experimental, empirical, or methodological tools. First, by proposing and experimentally testing a simple behavioral model that extends the literature on the misperception of multiplicative growth processes, Chapter 1 aims to explain common money mistakes that people often make with long-term investments such as retirement savings plans. Second, in Chapter 2, real-life investment data of an online-lending platform are used to empirically investigate if private investors behave as the standard economic literature would predict and solely consider an investment’s expected return or if they also care about other non-financial attributes of a debtor. The focus of the analysis is on gender discrimination, thereby defining and econometrically testing different concepts of how investors discriminate between male and female borrowers. Third, Chapter 3 takes a methodological path and proposes a novel experimental design that accounts for the empirically well-documented difficulties that survey respondents typically have when asked to state subjective probabilities. A binary choice approach embedded in an adaptive experimental design helps to minimize effort of the respondents, thus allowing for a more practical belief elicitation in both the lab and the field.

Page generated in 0.0192 seconds