Testing equality of scale arises in many research areas including clinical data analysis. In contrast to procedures for tests on means, tests for variances derived assuming normality of the parent populations are highly non-robust to non-normality. Levene type tests are well known to be robust...

This dissertation explores the applicability of recently developed simulation-based econometric methods to the analysis of spatial price determination and integration of markets. As such a measure of market integration is developed within the context of well-known point-location competitive...

This thesis builds a stochastic volatility model for the term structure of interest rates, which is also known as the dynamics of the yield curve. The main purpose of the model is to propose a parsimonious and plausible approach to capture some characteristics that conform to some empirical...

This dissertation comprises three essays analyzing the economic behavior of customers visiting farms with recreational purposes in the United States. The first essay uses the Travel Cost method with data from the 2000 National Survey on Recreation and the Environment to determine and quantify...

We develop a framework for establishing sample sizes in breeding plans, so that one is able to estimate narrow-sense heritability with smallest possible variance, for a given amount of effort. We call this an optimal genetic design. The framework allows one to compare the variances of estimators...

The purpose of this research has been to look into several econometric issues of concern to researchers doing applied work in macroeconomics. The first essay looks at Bureau of Economic Analysis data on inventories and sales of finished goods often used in studies of inventory behavior. Applying...

We first present a Complex Singular Value Decomposition (CSVD) analysis of credit cyle and explore the lead-lag relation betweencredit cycle and business cycle, then propose a GeneralizedLinear Model (GLM) of credit rating transition probabilitiesunder the impact of business conditions.To detect...

We propose a method of simultaneous model selection and estimation in additive regression models (ARMs) forindependent normal data. We use the mixed model representation of the smoothing spline estimators of thenonparametric functions in ARMs, where the importance of these functions is...

Censored median regression models have been shown to be useful for analyzing a variety of censored survival data with the robustness property. We study sparse estimation and inference of censored median regression. The new method minimizes an inverse censoring probability weighted least absolute...