An extended single-index model is considered when responses are missing at random. A three-step estimation procedure is developed to define an estimator for the single index parameter vector by a joint estimating equation. The proposed estimator is shown to be asymptotically normal. An iterative...

Market impact is the effect caused by transactions that can move asset prices. Nash equilibria describe an optimal state for the players in a non-cooperative game. In this thesis, we combine these two concepts to analyze the competing behavior of two or more large traders in a financial market....

Firms with a reputation as socially responsible may have an important cost advantage: If workers prefer their employer to be socially responsible, equilibrium wages may be lower in such firms. We explore this hypothesis, combining Norwegian register data with data on firm reputation collected by...