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Three Essays in Econometrics.

Columbia University.

Three Essays in Econometrics.

Record Type:	Language materials, manuscript : Monograph/item
Title/Author:	Three Essays in Econometrics./
Author:	Tuzcuoglu, Kerem.
Description:	1 online resource (220 pages)
Notes:	Source: Dissertation Abstracts International, Volume: 78-09(E), Section: A.
Subject:	Economic theory. -
Online resource:	click for full text (PQDT)
ISBN:	9781369730807

Three Essays in Econometrics.
Tuzcuoglu, Kerem.

Three Essays in Econometrics. - 1 online resource (220 pages)

Source: Dissertation Abstracts International, Volume: 78-09(E), Section: A.

Thesis (Ph.D.)--Columbia University, 2017.

Includes bibliographical references

This dissertation contains both theoretical and applied econometric work. The applications are on finance and macroeconomics. Each chapter utilizes time series techniques to analyze dynamic characteristics of data. The first chapter is on composite likelihood (CL) estimation, which has gained a lot of attention in the statistics field but is a relatively new technique to the economics literature. I study its asymptotic properties in a complex dynamic nonlinear model and use it to analyze corporate bond ratings. The second chapter explores the importance of global food price fluctuations. In particular, I measure the effects of global food shocks on domestic macroeconomic variables for a large number of countries. The third chapter proposes a method to interpret latent factors in a data-rich environment. In the application, I find five meaningful factor driving the US economy. (Abstract shortened by ProQuest.).

Electronic reproduction.
Ann Arbor, Mich. :
ProQuest,
2018

Mode of access: World Wide Web

ISBN: 9781369730807Subjects--Topical Terms:

809881
Economic theory.
Index Terms--Genre/Form:

554714
Electronic books.

Three Essays in Econometrics.
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100 1 $a Tuzcuoglu, Kerem. $3 1185389
245 1 0 $a Three Essays in Econometrics.
264 0 $c 2017
300 $a 1 online resource (220 pages)
336 $a text $b txt $2 rdacontent
337 $a computer $b c $2 rdamedia
338 $a online resource $b cr $2 rdacarrier
500 $a Source: Dissertation Abstracts International, Volume: 78-09(E), Section: A.
500 $a Adviser: Serena Ng.
502 $a Thesis (Ph.D.)--Columbia University, 2017.
504 $a Includes bibliographical references
520 $a This dissertation contains both theoretical and applied econometric work. The applications are on finance and macroeconomics. Each chapter utilizes time series techniques to analyze dynamic characteristics of data. The first chapter is on composite likelihood (CL) estimation, which has gained a lot of attention in the statistics field but is a relatively new technique to the economics literature. I study its asymptotic properties in a complex dynamic nonlinear model and use it to analyze corporate bond ratings. The second chapter explores the importance of global food price fluctuations. In particular, I measure the effects of global food shocks on domestic macroeconomic variables for a large number of countries. The third chapter proposes a method to interpret latent factors in a data-rich environment. In the application, I find five meaningful factor driving the US economy. (Abstract shortened by ProQuest.).
533 $a Electronic reproduction. $b Ann Arbor, Mich. : $c ProQuest, $d 2018
538 $a Mode of access: World Wide Web
650 4 $a Economic theory. $3 809881
655 7 $a Electronic books. $2 local $3 554714
690 $a 0511
710 2 $a ProQuest Information and Learning Co. $3 1178819
710 2 $a Columbia University. $b Economics. $3 1185375
856 4 0 $u http://pqdd.sinica.edu.tw/twdaoapp/servlet/advanced?query=10275911 $z click for full text (PQDT)

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