Cette thèse porte sur le développement de méthodes semi-paramétriques robustes pour l'inférence de paramètres complexes émergeant à l'interface de l'inférence causale et la biostatistique. Ses motivations sont les applications à la recherche épidémiologique et médicale à l'ère des Big Data. Nous abordons plus particulièrement deux défis statistiques pour réconcilier, dans chaque contexte, estimation adaptative et inférence statistique. Le premier défi concerne la maximisation de l'information tirée d'essais contrôlés randomisés (ECRs) grâce à la conception d'essais adaptatifs. Nous présentons un cadre théorique pour la construction et l'analyse d'ECRs groupes-séquentiels, réponses-adaptatifs et ajustés aux covariable (traduction de l'expression anglaise « group-sequential, response-adaptive, covariate-adjusted », d'où l'acronyme CARA) qui permettent le recours à des procédures adaptatives d'estimation à la fois pour la construction dynamique des schémas de randomisation et pour l'estimation du modèle de réponse conditionnelle. Ce cadre enrichit la littérature existante sur les ECRs CARA notamment parce que l'estimation des effets est garantie robuste même lorsque les modèles sur lesquels s'appuient les procédures adaptatives d'estimation sont mal spécificiés. Le second défi concerne la mise au point et l'étude asymptotique d'une procédure inférentielle semi-paramétrique avec estimation adaptative des paramètres de nuisance. A titre d'exemple, nous choisissons comme paramètre d'intérêt la différence des risques marginaux pour un traitement binaire. Nous proposons une version cross-validée du principe d'inférence par minimisation ciblée de pertes (« Cross-validated Targeted Mimum Loss Estimation » en anglais, d'où l'acronyme CV-TMLE) qui, comme son nom le suggère, marie la procédure TMLE classique et le principe de la validation croisée. L'estimateur CV-TMLE ainsi élaboré hérite de la propriété typique de double-robustesse et aussi des propriétés d'efficacité du TMLE classique. De façon remarquable, le CV-TMLE est linéairement asymptotique sous des conditions minimales, sans recourir aux conditions de type Donsker. / This dissertation focuses on developing robust semiparametric methods for complex parameters that emerge at the interface of causal inference and biostatistics, with applications to epidemiological and medical research in the era of Big Data. Specifically, we address two statistical challenges that arise in bridging the disconnect between data-adaptive estimation and statistical inference. The first challenge arises in maximizing information learned from Randomized Control Trials (RCT) through the use of adaptive trial designs. We present a framework to construct and analyze group sequential covariate-adjusted response-adaptive (CARA) RCTs that admits the use of data-adaptive approaches in constructing the randomization schemes and in estimating the conditional response model. This framework adds to the existing literature on CARA RCTs by allowing flexible options in both their design and analysis and by providing robust effect estimates even under model mis-specifications. The second challenge arises from obtaining a Central Limit Theorem when data-adaptive estimation is used to estimate the nuisance parameters. We consider as target parameter of interest the marginal risk difference of the outcome under a binary treatment, and propose a Cross-validated Targeted Minimum Loss Estimator (TMLE), which augments the classical TMLE with a sample-splitting procedure. The proposed Cross-Validated TMLE (CV-TMLE) inherits the double robustness properties and efficiency properties of the classical TMLE , and achieves asymptotic linearity at minimal conditions by avoiding the Donsker class condition.

Approved for public release, distribution is unlimited / The purpose of this thesis is to firstly analyze the determinants on the survival of United States Marine Corps Officers, and secondly, to develop the methodology to optimize the accessions of prior and non-prior enlisted officers. Using data from the Marine Corps Officer Accession Career file (MCCOAC), the Cox Proportional Hazards Model is used to estimate the effects of officer characteristics on their survival as a commissioned officer in the USMC. A Markov model for career transition is combined with fiscal data to determine the optimum number of prior and non-prior enlisted officers under the constraints of force structure and budget. The findings indicate that prior enlisted officers have a better survival rate than their non-prior enlisted counterparts. Additionally, officers who are married, commissioned through MECEP, graduate in the top third of their TBS class, and are assigned to a combat support MOS have a better survival rate than officers who are unmarried, commissioned through USNA, graduate in the middle third of their TBS class, and are assigned to either combat or combat service support MOS. The findings also indicate that the optimum number of prior enlisted officer accessions may be considerably lower than recent trends and may differ across MOS. Based on the findings; it is recommended that prior enlisted officer accession figures be reviewed. / Major, Australian Army

Le début de l’adolescence est une période de changements rapides où la détresse psychologique et l’expérimentation de la marijuana sont choses fréquentes. Certaines études longitudinales ont démontré que ces deux phénomènes ont tendance à se manifester conjointement tandis que d’autres n’ont pu observer de tel lien. Ces résultats divergents suggèrent que plusieurs questions persistent concernant la nature de cette relation. Cette thèse a pour objectif d’explorer la consommation de marijuana et la détresse psychologique en début d’adolescence afin de mieux saisir les changements à travers le temps, ainsi que d’examiner si ces deux problématiques évoluent conjointement et s’influencent réciproquement. Un échantillon de 448 adolescents garçons et filles fréquentant deux écoles secondaires de Montréal, ont été suivi de secondaire I à secondaire III. De 1999 à 2001, les participants ont complété un questionnaire à chaque année de l’étude incluant des mesures portant sur la consommation de marijuana et la détresse psychologique (IDPESQ-14). Un modèle de mixture semi-paramétrique (Nagin, 2005) a été utilisé afin d’identifier les trajectoires développementales de la consommation de marijuana et de détresse psychologique. Des analyses ont également été effectuées afin d’établir les liens d’appartenance entre chacune des trajectoires de consommation identifiées et la détresse psychologique lors de la première année de l`étude, ainsi qu’entre chacune des trajectoires de détresse psychologique et la consommation de marijuana en première année du secondaire. Finalement, des analyses de trajectoires jointes ont été effectuées afin de déterminer l’interrelation entre la consommation de marijuana et la détresse psychologique. Les résultats de notre étude suggèrent qu’il existe une grande hétérogénéité au niveau de la consommation de marijuana et la détresse psychologique. Trois trajectoires développementales ont été identifiées pour la consommation de marijuana: consommation légère, consommation grandissante et consommation élevée et stable. Trois trajectoires ont également été observées pour la détresse psychologique : basse, moyenne et élevée. Nos résultats démontrent la présence d’un lien entre la détresse psychologique rapportée lors de la première année de l’étude et les trajectoires de consommation problématiques. Ce lien a également été observé entre la consommation de marijuana rapportée lors de première année de l’étude et les trajectoires problématiques de détresse psychologique. Les analyses de trajectoires jointes démontrent la présence d’une concordance entre la consommation de marijuana et la détresse psychologique. Cette interrelation est toutefois complexe puisque les trajectoires de détresse psychologique élevée sont associées à un niveau de consommation de marijuana plus problématique mais l’inverse de cette association est moins probable. Notre étude met en lumière la nature asymétrique de la concordance entre la consommation de marijuana et la détresse psychologique. / Early adolescence is period of rapid changes where psychological distress and marijuana use experimentation are common occurrences. Longitudinal studies examining the association between these two phenomena have provided mixed results and many questions prevail regarding the nature of this association. The purpose of this study is to examine the patterns of co-occurrence between marijuana use and psychological distress in early adolescence. A sample of 448 adolescent boys and girls attending two high schools in Montreal, Canada was followed from Grade 7 to 9. From 1999 to 2001, the participants completed an annual survey which included measures of marijuana use and psychological distress (IDPESQ-14). Using a semi-parametric group based modeling strategy, the study has for objectives to establish the developmental trajectories of marijuana use and psychological distress in early adolescence, to explore how marijuana use or psychological distress measured at baseline is associated with various developmental trajectories and to examine the interrelationship of these two phenomena as they concurrently develop over the span of our study. Our results provide evidence that marijuana use and psychological distress are phenomena with great heterogeneity as they develop over time. We identified 3 trajectories of marijuana use: Light Users, Increasers and High Chronics and 3 trajectories of psychological distress: Low, Medium and High. Our findings also demonstrate that adolescents who reported psychological distress at baseline were more likely to follow problematic trajectories of marijuana use when compared to light users and the reverse of the association was also true since adolescent who reported marijuana use at baseline were more likely to follow an elevated trajectory of psychological distress. Our joint trajectory analysis demonstrated that the developmental patterns of co-occurrence of marijuana use and psychological distress are complex. Our study provides evidence that adolescents following a trajectory of elevated psychological distress are at increased risk of also following a trajectory of elevated marijuana use but adolescents following a problematic trajectory of marijuana use are not necessarily at greater risk of following an elevated trajectory of psychological distress. Our study highlights the presence of an asymmetrical relationship between marijuana use and psychological distress in early adolescence.

Lorsqu'un biomarqueur est mesuré de façon répétée au cours du suivi de patients, il est d'abord nécessaire d'établir un critère, issu du profil d'évolution longitudinal du marqueur, afin de détecter la survenue d'un événement, ou d'en prédire la gravité. Nous avons développé une méthode de modélisation robuste de données longitudinales, afin de calculer les différents critères pour les patients, et d'en comparer les performances diagnostiques ou pronostiques. Dans un second temps, il faut déterminer un seuil de ce critère quantitatif au dessus ou en dessous duquel le test diagnostique est considéré comme positif. Une méthode Bayésienne d'estimation de ce seuil et de son intervalle de crédibilité a été développée. Ce travail a été appliqué au diagnostic de persistance locale de cellules cancéreuses après traitement par ultrasons d'un cancer de la prostate. Ce diagnostic est effectué à partir des mesures répétées d'antigène spécifique de la prostate (PSA), dont le nadir a été retenu, avec différents seuils, comme meilleur critère diagnostique. Ceci permet de n'effectuer des biopsies que lorsqu'il y a de fortes chances qu'elles soient positives. / For the early diagnosis or prognosis of an event in presence of repeated measurements of a biomarker over time, it is necessary to define a criterion, stemming from the longitudinal profiles of that marker. A method was developed for a robust modelling of marker measurements, to calculate the various criteria for the patients, and compare their diagnostic or prognostic accuracies. Using the continuous criterion as a diagnostic test requires the specification of a threshold. A Bayesian method was developed to estimate this threshold and its credible interval. This method was applied to the diagnosis of local prostate cancer persistence after an ultrasound treatment. The diagnosis relies on serial measurements of prostate specific antigen (PSA), whose nadir (along with several thresholds) was found to be the best diagnostic criterion. This allows to trigger biopsy only when this biopsy is likely to be positive.

Les catastrophes naturelles comme les canicules, les tempêtes ou les précipitations extrêmes, proviennent de processus physiques et ont, par nature, une dimension spatiale ou spatiotemporelle. Le développement de modèles et de méthodes d'inférences pour ces processus est un domaine de recherche très actif. Cette thèse traite de l'inférence statistique pour les événements extrêmes dans le cadre spatial et spatio-temporel. En particulier, nous nous intéressons à deux classes de processus stochastique: les processus spatiaux max-mélange et les processus max-stable spatio-temporels. Nous illustrons les résultats obtenus sur des données de précipitations dans l'Est de l'Australie et dans une région de la Floride aux Etats-Unis. Dans la partie spatiale, nous proposons deux tests sur le paramètre de mélange a d'un processus spatial max-mélange: le test statistique Za et le rapport de vraisemblance par paire LRa. Nous comparons les performances de ces tests sur simulations. Nous utilisons la vraisemblance par paire pour l'estimation. Dans l'ensemble, les performances des deux tests sont satisfaisantes. Toutefois, les tests rencontrent des difficultés lorsque le paramètre a se situe à la frontière de l'espace des paramètres, i.e., a ∈ {0,1}, dues à la présence de paramètre de “nuisance” qui ne sont pas identifiés sous l'hypothèse nulle. Nous appliquons ces tests dans le cadre d'une analyse d'excès au delà d'un grand seuil pour des données de précipitations dans l'Est de l'Australie. Nous proposons aussi une nouvelle procédure d'estimation pour ajuster des processus spatiaux max-mélanges lorsqu'on ne connait pas la classe de dépendance extrêmal. La nouveauté de cette procédure est qu'elle permet de faire de l'inférence sans spécifier au préalable la famille de distributions, laissant ainsi parle les données et guider l'estimation. En particulier, la procédure d'estimation utilise un ajustement par la méthode des moindres carrés sur l'expression du Fλ-madogramme d'un modèle max-mélange qui contient les paramètres d'intérêt. Nous montrons la convergence de l'estimateur du paramètre de mélange a. Une indication sur la normalité asymptotique est donnée numériquement. Une étude sur simulation montrent que la méthode proposée améliore les coefficients empiriques pour la classe de modèles max-mélange. Nous implémentons notre procédure d'estimations sur des données de maximas mensuels de précipitations en Australie dans un but exploratoire et confirmatoire. Dans la partie spatio-temporelle, nous proposons une méthode d'estimation semi-paramétrique pour les processus max-stables spatio-temporels en nous basant sur une expression explicite du F-madogramme spatio-temporel. Cette partie permet de faire le pont entre la géostatistique et la théorie des valeurs extrêmes. En particulier, pour des observations sur grille régulière, nous estimons le F-madogramme spatio-temporel par sa version empirique et nous appliquons une procédure basée sur les moments pour obtenir les estimations des paramètres d'intérêt. Nous illustrons les performances de cette procédure par une étude sur simulations. Ensuite, nous appliquons cette méthode pour quantifier le comportement extrêmal de maximum de données radar de précipitations dans l'Etat de Floride. Cette méthode peut être une alternative ou une première étape pour la vraisemblance composite. En effet, les estimations semi-paramétriques pourrait être utilisées comme point de départ pour les algorithmes d'optimisation utilisés dans la méthode de vraisemblance par paire, afin de réduire le temps de calcul mais aussi d'améliorer l'efficacité de la méthode / Natural hazards such as heat waves, extreme wind speeds, and heavy rainfall, arise due to physical processes and are spatial or spatio-temporal in extent. The development of models and inference methods for these processes is a very active area of research. This thesis deals with the statistical inference of extreme and rare events in both spatial and spatio-temporal settings. Specifically, our contributions are dedicated to two classes of stochastic processes: spatial max-mixture processes and space-time max-stable processes. The proposed methodologies are illustrated by applications to rainfall data collected from the East of Australia and from a region in the State of Florida, USA. In the spatial part, we consider hypothesis testing for the mixture parameter a of a spatial maxmixture model using two classical statistics: the Z-test statistic Za and the pairwise likelihood ratio statistic LRa. We compare their performance through an extensive simulation study. The pairwise likelihood is employed for estimation purposes. Overall, the performance of the two statistics is satisfactory. Nevertheless, hypothesis testing presents some difficulties when a lies on the boundary of the parameter space, i.e., a ∈ {0,1}, due to the presence of additional nuisance parameters which are not identified under the null hypotheses. We apply this testing framework in an analysis of exceedances over a large threshold of daily rainfall data from the East of Australia. We also propose a novel estimation procedure to fit spatial max-mixture processes with unknown extremal dependence class. The novelty of this procedure is to provide a way to make inference without specifying the distribution family prior to fitting the data. Hence, letting the data speak for themselves. In particular, the estimation procedure uses nonlinear least squares fit based on a closed form expression of the so-called Fλ-madogram of max-mixture models which contains the parameters of interest. We establish the consistency of the estimator of the mixing parameter a. An indication for asymptotic normality is given numerically. A simulation study shows that the proposed procedure improves empirical coefficients for the class of max-mixture models. In an analysis of monthly maxima of Australian daily rainfall data, we implement the proposed estimation procedure for diagnostic and confirmatory purposes. In the spatio-temporal part, based on a closed form expression of the spatio-temporal Fmadogram, we suggest a semi-parametric estimation methodology for space-time max-stable processes. This part provides a bridge between geostatistics and extreme value theory. In particular, for regular grid observations, the spatio-temporal F-madogram is estimated nonparametrically by its empirical version and a moment-based procedure is applied to obtain parameter estimates. The performance of the method is investigated through an extensive simulation study. Afterward, we apply this method to quantify the extremal behavior of radar daily rainfall maxima data from a region in the State of Florida. This approach could serve as an alternative or a prerequisite to pairwise likelihood estimation. Indeed, the semi-parametric estimates could be used as starting values for the optimization algorithm used to maximize the pairwise log-likelihood function in order to reduce the computational burden and also to improve the statistical efficiency

Nesta tese, são obtidas taxas de convergência a zero, do risco de estimação obtido com regressão não-paramétrica via ondaletas, quando há erros correlacionados. Quatro métodos de regressão não-paramétrica via ondaletas, com delineamento desigualmente espaçado são estudados na presença de erros correlacionados, oriundos de processos estocásticos. São apresentadas condições sobre os erros e adaptações aos procedimentos necessárias à obtenção de taxas de convergência quase minimax, para os estimadores. Sempre que possível são obtidas taxas de convergência para os estimadores no domínio da função, sob condições bastante gerais a respeito da função a ser estimada, do delineamento e da correlação dos erros. Mediante estudos de simulação, são avaliados os comportamentos de alguns métodos propostos quando aplicados a amostras finitas. Em geral sugere-se usar um dos procedimentos estudados, porém aplicando-se limiares por níveis. Como a estimação da variância dos coecientes de detalhes pode ser problemática em alguns casos, também se propõe um procedimento iterativo semi-paramétrico geral para métodos que utilizam ondaletas, na presença de erros em séries temporais. / In this thesis, rates of convergence to zero are obtained for the estimation risk, for non-parametric regression using wavelets, when the errors are correlated. Four non-parametric regression methods using wavelets, with un-equally spaced design are studied in the presence of correlated errors, that come from stochastic processes. Conditions on the errors and adaptations to the procedures are presented, so that the estimators achieve quasi-minimax rates of convergence. Whenever is possible, rates of convergence are obtained for the estimators in the domain of the function, under mild conditions on the function to be estimated, on the design and on the error correlation. Through simulation studies, the behavior of some of the proposed methods is evaluated, when used on finite samples. Generally, it is suggested to use one of the studied methods, however applying thresholds by level. Since the estimation of the detail coecients can be dicult in some cases, it is also proposed a general semi-parametric iterative procedure, for wavelet methods in the presence of time-series errors.

Le concept de gouvernance appréhendée par la Banque mondiale au milieu des années 1980, apparaît comme une préoccupation majeure au niveau de l’analyse du développement économique. Il est de plus en plus présent dans les débats sur la recherche de solides fondements de la croissance économique, notamment la croissance économique de long terme dans les pays en voie de développement. La résurgence de la pauvreté après la mise en œuvre des programmes d’ajustement structurel, la persistance des inégalités en Afrique subsaharienne, l’importance des ressources naturelles dont dispose ces pays, et la volonté manifestée récemment par les Chefs d’Etat de ces pays, d’engager leurs pays respectifs à l’initiative de transparence dans les industries extractives (ITIE), suscitent de nombreux enjeux, auxquels seule leur capacité à conduire la bonne gouvernance leur mettra en position de réaliser une croissance économique capable de réduire les inégalités. L’objectif principal de cette thèse est d’analyser le rôle des institutions dans la détermination de la croissance économique en Afrique au Sud Sahara et en diagnostiquant l’influence d’autres variables anthropo-sociologiques telle que la fragmentation ethnique sur la trajectoire de la croissance économique. En utilisant des techniques économétriques et statistiques adéquates et pertinentes, nous arrivons dans un premier temps à montrer qu’il existe une relation positive et très significative entre l’ensemble des variables de gouvernance (Ecoute des citoyens et reddition des comptes ; Stabilité politique et absence de violence ; Efficacité des pouvoirs publics ; Qualité de la réglementation ; Règle de Loi ou Etat de droit ; Maitrise de la corruption) et le taux de croissance du PIB par tête des pays en Afrique au Sud du Sahara. De plus, Cette croissance du PIB par tête est beaucoup plus importante pour les pays colonisés par l’Angleterre et moins favorable pour ceux colonisés par la France. On est tenté à ce stade de l'analyse de lier la qualité des institutions des pays africains à celle des pays colonisateurs. Dans un second temps, l’étude a révélé qu’il n’y a pas de relation linéaire entre le taux de croissance du PIB par tête et les variables mises en évidence. De plus, en présence de la variable« Ethnie », les variables de gouvernance n’ont pas d’influence fondamentale sur la croissance économiquedes pays en Afrique au Subsaharienne. Néanmoins, une relation positive et très significative entre la variable « Ethnie » et le taux de croissance du PIB par tête a été mise en évidence. Enfin, ce travail nous a permis d’apprécier la qualité des institutions et des systèmes de contre-pouvoir notamment l’implication des Organisations de la Société Civile dans la définition et la mise en œuvre des politiques et programmes de développement au Tchad à partir de l’analyse de l’état de la gouvernance économique et financière. / The concept of governance initiated by the World Bank in the mid-1980s appears to be a major concern in the analysis of economic development. It is increasingly present in the debate on finding a solid foundation for economic growth, particularly long-term economic growth in developing countries. The resurgence of poverty following the implementation of structural adjustment programs, the persistence of inequality in sub-Saharan Africa, the abundance of natural resources available to these countries and the clear willingness lately shown by the Heads of State of these countries, to commit their respective countries to the Extractive Industries Transparency Initiative (EITI), raise many issues, to which only their capacity to upload good governance will enable them to attain an economic growth that can reduce levels of inequality. The main objective of this thesis is to analyze the role of institutions in determining economic growth in Africa South Sahara and diagnosing the influence of other anthropological - sociological variables such as ethnic fractionalization in the path of the economic growth. Using appropriate econometric techniques and relevant statistics, we reach first to show that there is a positive and highly significant relationship between all governance variables (Citizen Voices and Accountability, Political Stability and Absence of Violence, Government Effectiveness, Regulatory Quality, Rule of Law or State of Law, Control Corruption) and the GDP growth rate per capita of the countries in Africa south of the Sahara. In addition, the growth of GDP per capita is much more important for countries colonized by England and less favorable to those colonized by France. One is tempted at this stage of the analysis to link the quality of the institutions of the African countries to that of the colonizing countries. Secondly, the study found that there is no linear relationship between the growth rate of GDP per capita and variables highlighted. Moreover, in the presence of the variable " Ethnic ", the governance variables do not have a fundamental influence on economic growth of the countries in Sub-Saharan Africa. Nevertheless, a positive and highly significant relationship between the variable " Ethnic " and the GDP growth rate per capita was highlighted. Finally, this work has allowed us to appreciate the quality of institutions and systems against power including the involvement of civil society organizations in the definition and implementation of the development of policies and programs in Chad from the analysis of the state of the economic and financial governance.

Nesta tese, são obtidas taxas de convergência a zero, do risco de estimação obtido com regressão não-paramétrica via ondaletas, quando há erros correlacionados. Quatro métodos de regressão não-paramétrica via ondaletas, com delineamento desigualmente espaçado são estudados na presença de erros correlacionados, oriundos de processos estocásticos. São apresentadas condições sobre os erros e adaptações aos procedimentos necessárias à obtenção de taxas de convergência quase minimax, para os estimadores. Sempre que possível são obtidas taxas de convergência para os estimadores no domínio da função, sob condições bastante gerais a respeito da função a ser estimada, do delineamento e da correlação dos erros. Mediante estudos de simulação, são avaliados os comportamentos de alguns métodos propostos quando aplicados a amostras finitas. Em geral sugere-se usar um dos procedimentos estudados, porém aplicando-se limiares por níveis. Como a estimação da variância dos coecientes de detalhes pode ser problemática em alguns casos, também se propõe um procedimento iterativo semi-paramétrico geral para métodos que utilizam ondaletas, na presença de erros em séries temporais. / In this thesis, rates of convergence to zero are obtained for the estimation risk, for non-parametric regression using wavelets, when the errors are correlated. Four non-parametric regression methods using wavelets, with un-equally spaced design are studied in the presence of correlated errors, that come from stochastic processes. Conditions on the errors and adaptations to the procedures are presented, so that the estimators achieve quasi-minimax rates of convergence. Whenever is possible, rates of convergence are obtained for the estimators in the domain of the function, under mild conditions on the function to be estimated, on the design and on the error correlation. Through simulation studies, the behavior of some of the proposed methods is evaluated, when used on finite samples. Generally, it is suggested to use one of the studied methods, however applying thresholds by level. Since the estimation of the detail coecients can be dicult in some cases, it is also proposed a general semi-parametric iterative procedure, for wavelet methods in the presence of time-series errors.

This dissertation consists of three essays wherein tools of financial econometrics are used to study the three aspects of farmland valuation puzzle: short-term boom-bust cycles, overpricing of farmland, and inconclusive effects of direct government payments. Essay I addresses the causes of unexplained short-term boom-bust cycles in farmland values in a dynamic land pricing model (DLPM). The analysis finds that gross return rate of farmland asset decreases as the farmland asset level increases, and that the diminishing return function of farmland asset contributes to the boom-bust cycles in farmland values. Furthermore, it is mathematically proved that land values are potentially unstable under diminishing return functions. We also find that intertemporal elasticity of substitution, risk aversion, and transaction costs are important determinants of farmland asset values. Essay II examines the apparent overpricing of farmland by decomposing the forecast error variance of farmland prices into forward looking and backward looking components. The analysis finds that in the short run, the forward looking Capital Asset Pricing Model (CAPM) portion of the forecast errors are significantly higher in a boom or bust stage than in a stable stage. This shows that the farmland market absorbs economic information in a discriminative manner according to the stability of the market, and the market (and actors therein) responds to new information gradually as suggested by the theory. This helps to explain the overpricing of farmland, but this explanation works primarily in the short run. Finally, essay III investigates the duel effects of direct government payments and climate change on farmland values. This study uses a smooth coefficient semi-parametric panel data model. The analysis finds that land valuation is affected by climate change and government payments, both through discounted revenues and through effects on the risk aversion of land owners. This essay shows that including heterogeneous risk aversion is an efficient way to mitigate the impacts of misspecifications in a DLPM, and that precipitation is a good explanatory variable. In particular, precipitation affects land values in a bimodal manner, indicating that farmland prices could have multiple peaks in precipitation due to adaption through crop selection and technology alternation.

In the present doctoral thesis, we estimated Mincer's (1974) semi logarithmic wage function for the French and Pakistani labour force data. This model is considered as a standard tool in order to estimate the relationship between earnings/wages and different contributory factors. Despite of its vide and extensive use, simple estimation of the Mincerian model is biased because of different econometric problems. The main sources of bias noted in the literature are endogeneity of schooling, measurement error, and sample selectivity. We have tackled the endogeneity and measurement error biases via instrumental variables two stage least squares approach for which we have proposed two new instrumental variables. The first instrumental variable is defined as "the average years of schooling in the family of the concerned individual" and the second instrumental variable is defined as "the average years of schooling in the country, of particular age group, of particular gender, at the particular time when an individual had joined the labour force". Schooling is found to be endogenous for the both countries. Comparing two said instruments we have selected second instrument to be more appropriate. We have applied the Heckman (1979) two-step procedure to eliminate possible sample selection bias which found to be significantly positive for the both countries which means that in the both countries, people who decided not to participate in labour force as wage worker would have earned less than participants if they had decided to work as wage earner. We have estimated a specification that tackled endogeneity and sample selectivity problems together as we found in respect to present literature relative scarcity of such studies all over the globe in general and absence of such studies for France and Pakistan, in particular. Differences in coefficients proved worth of such specification. We have also estimated model semi-parametrically, but contrary to general norm in the context of the Mincerian model, our semi-parametric estimation contained non-parametric component from first-stage schooling equation instead of non-parametric component from selection equation. For both countries, we have found parametric model to be more appropriate. We found errors to be heteroscedastic for the data from both countries and then applied adaptive estimation to control adverse effects of heteroscedasticity. Comparing simple and adaptive estimations, we prefer adaptive specification of parametric model for both countries. Finally, we have applied quantile regression on the selected model from mean regression. Quantile regression exposed that different explanatory factors influence differently in different parts of the wage distribution of the two countries. For both Pakistan and France, it would be the first study that corrected both sample selectivity and endogeneity in single specification in quantile regression framework