Thesis advisor: Christopher Baum / In the first essay, a multiprocess mixture model (MM) is used to explain the time variation in the relationship between forward rates and future spot rates. I find considerable support for modeling the relationship between one-month spot rates and forward rates in a timevarying framework using data for the U.S. Treasury Bill market for the period 1959 to 1991. The posterior probabilities from the MM model confirm that the period between October 1979 to 1982 represents a change in policy regime for the U.S. Federal Reserve. More specifically, the probabilities show that a structural change took place in the slope of the relationship between spot and forward rates. This is in accord with the term premium becoming more variable with the level of interest rates. The term structure relationship is found to be stable in the period after 1982 when the Fed returned to partial interest rate targeting. Finally, I find that the predictive power of forward rates varies considerably over time and that this power decreases significantly in the periods identified with regime changes. In the second essay, I compare seven term structure estimation methods empirically in terms of zero and forward rate curves as well as price- and yield-prediction accuracy. A marked difference in the performance of the models between in- and out-of-sample predictions is documented. Particularly, models that generate relatively smooth yield and forward rate curves do not perform well in-sample but produce the best out-of-sample forecasts. The results support the conclusion from a previous study that modeling the forward rate function as a cubic spline with adaptive parameters produces the best overall results. The most interesting finding is that the Neslon-Siegel model estimated from Treasury Strips with only three parameters can price coupon bonds out-of-sample more accurately than more complicated estimation methods fitted to coupon bonds. / Thesis (PhD) — Boston College, 1994. / Submitted to: Boston College. Graduate School of Arts and Sciences. / Discipline: Economics.

Thesis (Ph. D.)--University of Chicago, Graduate School of Business, 2001. / Includes bibliographical references. Also available on the Internet.

Thesis--Basel. / Curriculum vitae. "Literatur-verzeichnis": p. [v].

A Thesis submitted to The University of Arizona College of Medicine - Phoenix in partial fulfillment of the requirements for the Degree of Doctor of Medicine. / Endoscopic retrograde cholangiopancreatography (ERCP) is a technically difficult procedure that requires extensive training to achieve competency. The study was undertaken to assess retrospectively whether advanced ERCP training made a difference in the competency of a physician who was performing ERCPs for eleven years before taking an extra year of advanced training in ERCP. The physician did not get any ERCP experience during the two-year formal fellowship between 1995-97, and learned ERCPs from colleagues post formal GIfellowship for four years after which he was given privileges to independently perform ERCPs. Data were collected on 172 and 213 patients who underwent ERCP before and after the training year respectively. Chi-square test was utilized to analyze the data. Baseline characteristics including height, weight, race and indications for ERCP were similar in the two groups. The results of the study showed that rates of biliary cannulation increased from the Pre-ERCP fellowship rate of 83% to 93% (Chi- Square = 9.06, p = 0.0026) and a reduction in postprocedure pancreatitis from 8.1% to 2.7% (Chi- Square = 4.56, p = 0.0327). Data in this study indicate that extra training in ERCP improves outcomes of ERCP in a single operator’s experience.

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This dissertation is formed of three essays on the term structure of interest rates. The first essay compares Kalman filter and GMM methodologies for parameter estimation of log-linear term structure models. The second essay develops the maximum likelihood estimation of a deposit insurance pricing model with stochastic interest rates. The third essay examines the empirical performance of an equilibrium model of nominal bond prices with changing inflation regimes.

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Published also as author's Thesis--University of London, 1917. / "List of authorities": p. 412-424.

Königsberg, Phil. Diss. v. 29. April 1914, Ref. Hesse.

Thesis (Ph. D.)--Ohio State University, 2004. / Title from first page of PDF file. Document formatted into pages; contains ix, 97 p.; also includes graphics Includes bibliographical references (p. 96-97). Available online via OhioLINK's ETD Center