Statistical Models Commons^™

International Risk Sharing In Overlapping Generations Models, James Staveley-O'Carroll, Olena M. Staveley-O'Carroll

Economics Department Working Papers

We present a solution to the Backus-Smith puzzle that, instead of relying on extreme parameter values or complex modeling assumptions, simply switches the framework from infinitely lived agents to overlapping generations. Young agents face non-diversifiable wage risk that leads to a low degree of risk sharing within each country. Subsequently, international price movements are not sufficient to achieve the high consumption-real exchange rate correlation produced in standard infinitely lived agent DSGE models.

Resource Assessment Report Temperate Demersal Elasmobranch Resource Of Western Australia, Matias Braccini, Nick Blay, S. A. Hesp, Brett Molony

Fisheries research reports

This document provides a cumulative description and assessment of the TDER and all of the fishing activities (i.e. fisheries / fishing sectors) affecting this resource in WA. Future Resource Assessment Reports will assess the Statewide Sharks and Rays Resource. The report is focused on the temperate indicator species (whiskery, gummy, dusky and sandbar sharks) used to assess the suites of demersal sharks and rays that comprise this resource. These species are primarily captured by demersal gillnets used in the TDGDLF that operate in the West Coast and South Coast Bioregions. For the North Coast bioregion, no commercial fishing for sharks …

Essays In Financial Economics: Announcement Effects In Fixed Income Markets, James J. Forest

Doctoral Dissertations

ABSTRACT ESSAYS IN FINANCIAL ECONOMICS: ANNOUNCEMENT EFFECTS IN FIXED INCOME MARKETS PHD IN FINANCE MAY 2018 JAMES J FOREST B.A., FRAMINGHAM STATE UNIVERSITY M.S., NORTHEASTERN UNIVERSITY Ph.D., UNIVERSITY OF MASSACHUSETTS – AMHERST Directed by: Professor Hossein B. Kazemi This dissertation demonstrates the use of empirical techniques for dealing with modeling issues that arise when analyzing announcement effects in fixed income markets. It describes empirical challenges in achieving unbiased and efficient parameter estimates and shows the importance of modelling a wide range of macroeconomic announcement effects to avoid omitted variable bias. Employing techniques common in Macroeconomics, financial market researchers are better …

Nonlinearities In The Real Exchange Rates: New Evidence From Developed And Developing Countries, Yamin S. Ahmad, Ming Chien Lo, Olena M. Staveley-O'Carroll

Economics Department Working Papers

This paper investigates nonlinearities in the dynamics of real exchange rates. We use Monte Carlo simulations to establish the size properties of the Teräsvirta-Anderson (1992) and the Teräsvirta (1994) test, when the dynamics of the real exchange rate is influenced by an exogenous process. In addition, we examine the modification proposed by Ahmad, Lo and Mykhaylova (2013; Journal of International Economics) to show that the modified nonlinearity test performs much better than the original in both Monte Carlo exercises and in the actual data on 1431 bilateral real exchange rate series. Finally, we investigate the dynamics of the real exchange …

Yelp’S Review Filtering Algorithm, Yao Yao, Ivelin Angelov, Jack Rasmus-Vorrath, Mooyoung Lee, Daniel W. Engels

SMU Data Science Review

In this paper, we present an analysis of features influencing Yelp's proprietary review filtering algorithm. Classifying or misclassifying reviews as recommended or non-recommended affects average ratings, consumer decisions, and ultimately, business revenue. Our analysis involves systematically sampling and scraping Yelp restaurant reviews. Features are extracted from review metadata and engineered from metrics and scores generated using text classifiers and sentiment analysis. The coefficients of a multivariate logistic regression model were interpreted as quantifications of the relative importance of features in classifying reviews as recommended or non-recommended. The model classified review recommendations with an accuracy of 78%. We found that reviews …

Optimization For Lng Terminals Routing In North China, Shuting Wang

World Maritime University Dissertations

No abstract provided.

How Chinese Enterprises Evaluate The Investment Value Of Seaports Along The “One Belt One Road”, Ziyang Zhang

World Maritime University Dissertations

No abstract provided.

Study On The Efficiency Of China’S Main River Ports Based On Dea Model, Yunwu Cao

World Maritime University Dissertations

No abstract provided.

Study On The Fluctuation And Forecasting Of Capsize Bulk Carrier’S Freight, Kelun Wei

World Maritime University Dissertations

No abstract provided.

Australian Herring And West Australian Salmon Scientific Workshop Report, October 2017, Department Of Primary Industries And Regional Development, Western Australia

Fisheries research reports

No abstract provided.

An Empirical Analysis Of Climatic, Geographic, And Cultural Determinants Of International Tourism, Ethan Straus

Honors Theses

Each year, billions of people visit different countries all around the world. For many of those countries, tourism is their primary industry, leading to millions of jobs and dollars in revenue. It is expected that by 2020 total International Tourism Receipts will reach 2 trillion US dollars annually. Currently, tourism employs an estimated 200 million people around the world. With the continued progression of climate change, the tourism industry is facing a newfound threat. Global temperatures and the seal level are both expected to rise significantly by the end of the century. Additionally, the Intergovernmental Panel on Climate Change has …

Inversion Copulas From Nonlinear State Space Models With An Application To Inflation Forecasting, Michael S. Smith, Worapree Ole Maneesoonthorn

Michael Stanley Smith

Assessing The Ordinality Of Response Bias With Item Response Models: A Case Study Using The Phq-9, Venessa N. Singhroy

Dissertations, Theses, and Capstone Projects

Improper scale usage in psychological and clinical assessment is an important problem. If respondents do not use the scales in a consistent manner, the reliability of a composite is likely to be attenuated. This is particularly problematic when particular items are singled out for special treatment or when subscales are of interest, not just a total score. This study used both non-parametric and parametric item response theory (IRT) methods to gain further insight into the validity of the PHQ-9, a dual purpose instrument that assesses the severity of depressive symptoms using nine Likert-scale items and allows the investigator to establish …

Motivational Interviewing Treatment Integrity (Miti), Himal Adhikari

Criminal Justice Data

This report summarizes interview data collected using MITI, by the Stearns County Community Corrections. The 42 interviews of corrections clients were held between 2015 and 2017. They were examined to determine the effectiveness of interviewing techniques using criteria established on the MITI form. Overall effectiveness measures are given, as well as correlations among some of the quantitative measurements.

Working Relationship Between Clients And Agents At Stearns County Community Corrections, Catherine Fontana

Criminal Justice Data

Stearns County Community Corrections surveyed its Clients for a month on the Client-Agent working relationship. The responses were on a 7-point scale with 1 being the lowest and 7 the highest. For ease of analysis, the responses were divided into low (1-3), medium (4-5) and high (6-7). The results were analyzed by question, program, age, gender, race, supervision time, and individual Agent. All results are available in table and graph form in the appendix. Lastly, Stearns County Community Corrections was compared to Ramsey County Community Corrections. Given the data available, a different categorization was used with low (1-3), medium (4), …

Essentials Of Structural Equation Modeling, Mustafa Emre Civelek

Zea E-Books Collection

Structural Equation Modeling is a statistical method increasingly used in scientific studies in the fields of Social Sciences. It is currently a preferred analysis method, especially in doctoral dissertations and academic researches. However, since many universities do not include this method in the curriculum of undergraduate and graduate courses, students and scholars try to solve the problems they encounter by using various books and internet resources.

This book aims to guide the researcher who wants to use this method in a way that is free from math expressions. It teaches the steps of a research program using structured equality modeling …

Models As Weapons: Review Of Weapons Of Math Destruction: How Big Data Increases Inequality And Threatens Democracy By Cathy O’Neil (2016), Samuel L. Tunstall

Numeracy

Cathy O’Neil. 2016. Weapons of Math Destruction: How Big Data Increases Inequality and Threatens Democracy (New York, NY: Crown) 272 pp. ISBN 978-0553418811.

Accessible to a wide readership, Cathy O’Neil’s Weapons of Math Destruction: How Big Data Increases Inequality and Threatens Democracy provides a lucid yet alarming account of the extensive reach of mathematical models in influencing all of our lives. With a particular eye towards social justice, O’Neil not only warns modelers to be cognizant of the effects of their work on real people—especially vulnerable groups who have less power to fight back—but also encourages laypersons to take initiative …

Rock Paper Scissors And Evolutionary Game Theory, Christian Cordova, Rudolf Jovero, Evan Thomas

Math 365 Class Projects

In Rock Paper Scissors (RPS), three different "species" compete, but no single species has a dominating strategy. In evolutionary game theory, replicator equations model population densities over time. When a mutation is introduced, they are called "replicator-mutator" equations. Using the replicator-mutator equation in [1] we have shown how population density of three species change.

Penalized Mixed-Effects Ordinal Response Models For High-Dimensional Genomic Data In Twins And Families, Amanda E. Gentry

Theses and Dissertations

The Brisbane Longitudinal Twin Study (BLTS) was being conducted in Australia and was funded by the US National Institute on Drug Abuse (NIDA). Adolescent twins were sampled as a part of this study and surveyed about their substance use as part of the Pathways to Cannabis Use, Abuse and Dependence project. The methods developed in this dissertation were designed for the purpose of analyzing a subset of the Pathways data that includes demographics, cannabis use metrics, personality measures, and imputed genotypes (SNPs) for 493 complete twin pairs (986 subjects.) The primary goal was to determine what combination of SNPs and …

Accounting For Spatial Autocorrelation In Modeling The Distribution Of Water Quality Variables, Lorrayne Miralha

Theses and Dissertations--Geography

Several studies in hydrology have reported differences in outcomes between models in which spatial autocorrelation (SAC) is accounted for and those in which SAC is not. However, the capacity to predict the magnitude of such differences is still ambiguous. In this thesis, I hypothesized that SAC, inherently possessed by a response variable, influences spatial modeling outcomes. I selected ten watersheds in the USA and analyzed them to determine whether water quality variables with higher Moran’s I values undergo greater increases in the coefficient of determination (R²) and greater decreases in residual SAC (rSAC) after spatial modeling. I compared non-spatial ordinary …

Spatial Modelling And Wildlife Health Surveillance: A Case Study Of White Nose Syndrome In Ontario, Lauren Yee

Theses and Dissertations (Comprehensive)

Wildlife data is often limited by survey effort, small sample sizes, and spatial biases associated with collection and missing data. These factors can create unique challenges from a surveillance perspective when trying to extract spatial patterns of habitat suitability and disease distributions for conservation and management purposes. This thesis examined data quality from a wildlife health database in the context of spatial analysis of wildlife disease. Spatial analysis of the data to predict habitat suitability of bats and white nose syndrome afflicted bats was examined by using the MaxEnt modelling method. Methods to reduce spatial bias were examined and specific …

Campus Climate Sexual Assault Survey (2015) Analysis, Felicia Rosin

Williams Honors College, Honors Research Projects

The issue of sexual assault has garnered widespread attention in recent years, as is evident by the growing number of high-profile cases and mainstream social movements. With this increasingly bright spotlight, it is no surprise that The University of Akron has interest in improving the sexual violence education programs offered to students. In 2015, the university conducted a survey to gather information on the campus climate surrounding sexual assault. This analysis dives into a deeper analysis of the data gathered in an attempt to pinpoint areas that require the university’s attention. The analysis covers topics identified by Dean of Students …