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Essays on model specification tests and on binary response models
Descriptive
TitleInfo
Title
Essays on model specification tests and on binary response models
Name
(type = personal)
NamePart
(type = family)
Shen
NamePart
(type = given)
Xiangjin
NamePart
(type = date)
1976-
DisplayForm
Xiangjin Shen
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author
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Tsurumi
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Hiroki
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Hiroki Tsurumi
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Advisory Committee
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chair
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Swanson
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Norman Rasmus
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Norman Rasmus Swanson
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Advisory Committee
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internal member
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Landon-Lane
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John
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John Landon-Lane
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Advisory Committee
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internal member
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Goldman
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Elena
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Elena Goldman
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Advisory Committee
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Rutgers University
Role
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degree grantor
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Graduate School - New Brunswick
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school
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Text
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theses
OriginInfo
DateCreated
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2013
DateOther
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(type = degree)
2013-05
Place
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xx
Language
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eng
Abstract
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This dissertation consists of three essays evaluating model selection criteria in both sampling theory and Bayesian analysis. In chapter one, I compare the Bayesian model selection criteria (DIC, PDIC and MSEF) and the conditional Kolmogorov test for the spot asset pricing models (Vasicek and CIR models); MCMC and block Bootstrap methods are applied. In chapter two, I compare parametric and semiparametric methods for the binary response models. The comparison is made by model specifications, ROC area, and marginal effects. Monte Carlo simulation, quasi-maximum likelihood and kernel density methods are applied. In chapter three, I compare two bandwidths of the kernel density: the standard bandwidth and computationally optimized bandwidth. The computationally optimized bandwidth is obtained by using the graphic processing unit (GPU) that shortens the computational time.
Subject
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Topic
Economics
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Title
Rutgers University Electronic Theses and Dissertations
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ETD_4566
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electronic resource
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Extent
xi, 108 p. : ill.
Note
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Ph.D.
Note
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Includes bibliographical references
Note
(type = vita)
Includes vita
Note
(type = statement of responsibility)
by Xiangjin Shen
Subject
(authority = ETD-LCSH)
Topic
Bayesian statistical decision theory
Subject
(authority = ETD-LCSH)
Topic
Binary system (Mathematics)
Identifier
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http://hdl.rutgers.edu/1782.1/rucore10001600001.ETD.000068968
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Graduate School - New Brunswick Electronic Theses and Dissertations
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rucore19991600001
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Identifier
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doi:10.7282/T3C827WK
Genre
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ETD doctoral
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Rights
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The author owns the copyright to this work.
RightsHolder
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Name
FamilyName
Shen
GivenName
Xiangjin
Role
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Permission or license
DateTime
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2013-04-04 22:01:25
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Name
Xiangjin Shen
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Rutgers University. Graduate School - New Brunswick
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Author Agreement License
Detail
I hereby grant to the Rutgers University Libraries and to my school the non-exclusive right to archive, reproduce and distribute my thesis or dissertation, in whole or in part, and/or my abstract, in whole or in part, in and from an electronic format, subject to the release date subsequently stipulated in this submittal form and approved by my school. I represent and stipulate that the thesis or dissertation and its abstract are my original work, that they do not infringe or violate any rights of others, and that I make these grants as the sole owner of the rights to my thesis or dissertation and its abstract. I represent that I have obtained written permissions, when necessary, from the owner(s) of each third party copyrighted matter to be included in my thesis or dissertation and will supply copies of such upon request by my school. I acknowledge that RU ETD and my school will not distribute my thesis or dissertation or its abstract if, in their reasonable judgment, they believe all such rights have not been secured. I acknowledge that I retain ownership rights to the copyright of my work. I also retain the right to use all or part of this thesis or dissertation in future works, such as articles or books.
RightsEvent
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2013-05-31
DateTime
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2015-05-31
Type
Embargo
Detail
Access to this PDF has been restricted at the author's request. It will be publicly available after May 31st, 2015.
Copyright
Status
Copyright protected
Availability
Status
Open
Reason
Permission or license
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windows xp
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