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Essays in theoretical and applied econometrics

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Essays in theoretical and applied econometrics

Huang, Wanling (2010) Essays in theoretical and applied econometrics. PhD thesis, Concordia University.

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Abstract

This thesis investigates three topics in theoretical and applied econometrics: Bartlett-type correction of the Distance Metric (DM) test, a Generalized Method of Moments (GMM) study of the effect of the North American Free Trade Agreement (NAFTA) on Quebec manufacturing industries, and a goodness-of-fit test for copulas. The first topic derives an Edgeworth approximation of the distribution of the DM test statistic and obtains a Bartlett-type correction factor, then it uses examples of covariance structures to illustrate the theoretical results and applies the theoretical results to study the covariance structure of earnings. The second topic calculates Canadian tariff rates over the period 1991-2007 for manufacturing industries, classified using the North American Industry Classification System (NAICS), proposes a simulation-based moment selection procedure to improve the properties of the system GMM estimator, and analyzes the effect of NAFTA on earnings of Quebec manufacturing industries. The third topic proposes a new rank-based goodness-of-fit test for copulas, conducts a power study to show that the new test has reasonable properties, and presents an application

Divisions:Concordia University > Faculty of Arts and Science > Economics
Item Type:Thesis (PhD)
Authors:Huang, Wanling
Pagination:x, 91 leaves ; 29 cm.
Institution:Concordia University
Degree Name:Ph. D.
Program:Economics
Date:2010
Thesis Supervisor(s):Prokhorov, A
ID Code:979452
Deposited By: Concordia University Library
Deposited On:09 Dec 2014 17:59
Last Modified:18 Jan 2018 17:49
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