Model Misspecifications
Mostrando 1-3 de 3 artigos, teses e dissertações.
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1. Essays on regulatory risk issues
Most studies around that try to verify the existence of regulatory risk look mainly at developed countries. Looking at regulatory risk in emerging market regulated sectors is no less important to improving and increasing investment in those markets. This thesis comprises three papers comprising regulatory risk issues. In the first Paper I check whether CAPM
Publicado em: 06/07/2010
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2. Multidimensional robust control, uncertainty and finance / Multidimensional robust control, uncertainty and finance
Optimal control theory has being a source of useful tools (including Euler equations, ztransforms, lag operators, Bellman equations, Kalman filtering) to study dynamic economics problems. A more recent field of optimal control, namely robust control, has recently been adopted by some leading economists (Thomas Sargent, Lars Hansen and coauthors) to study imp
Publicado em: 2006
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3. Linkage analysis of ordinal traits for pedigree data
Linkage analysis is used routinely to map genes for human diseases and conditions. However, the existing linkage-analysis methods require that the diseases or conditions either be dichotomized or measured by a quantitative trait, such as blood pressure for hypertension. In the latter case, normality is generally assumed for the trait. However, many diseases
National Academy of Sciences.