Ph. D.

Structural discrete choice dynamic programming models have been shown to be a valuable tool for analyzing a wide range of economic behavior. A major limitation on the complexity and applicability of these models is the computational burden associated with computing the high dimensional integrals...

The semiconductor SnO2 is an important material to be used in different fields as the monitoring of air pollution, toxic gas and other applications as solar cells, optoelectronic devices, etc. The simulation method such as the generalized gradient approximation (GGA) of SnO2 is very interesting...

Most panel data studies of the predictability of returns presume that the cross-sectional units are independent, an assumption that is not realistic. As a response to this, the current paper develops block bootstrap-based panel predictability tests that are valid under very general conditions....

The purpose of this paper is to review recently development methods of estimation of nonlinear fixed effects panel data models with reduced bias properties. We begin by describing fixed effects estimators and the incidental parameters problem. Next the explain how to construct analytical bias...

DCM (Discrete Choice Models) is a package for estimating a class of discrete choice models. Written in Ox, DCM is a class that implements a wide range of discrete choice models including standard binary response models, with notable extensions including conditional mixed logit, mixed probit,...