Essays On Robust Estimators For Non-Identically Distributed Observations In Spatial Econometric And Time Series Models

This thesis proposal consists of three essays on the estimation methods and applications of spatial econometric models and one essay on the generalized autoregressive conditionally heteroskedastic (GARCH)-type models in financial time series. The first essay discusses the heteroskedasticity robust generalized method of moments estimator (RGMME) for the spatial models that allow for spatial dependence in both the dependent variable and the disturbance term (SARAR(1,1)). First, we show that the maximum likelihood estimator (MLE) is generally inconsistent in the presence of unknown heteroskedasticity. Then, we extend robust GMM approach in Lin and Lee (2010) to SARAR(1,1). The large sample properties are rigorously studied and presented for the RGMME. Through a comprehensive Monte Carlo study, we compare the finite sample properties of the RGMME with some other estimators proposed in the literature. The second essay focuses on the GMM estimation of the spatial autoregressive models which impose a moving average process for the disturbance term (SARMA). We extend the best GMM estimator (BGMME) of Liu et al. (2010) to the SARMA models and provide the best set of instruments for the SARMA(1,1) and the SARMA(0,1) specifications. The large sample properties are rigorously studied and presented for the BGMME. The finite sample properties are investigated through an extensive Monte Carlo study. To confirm our results from the Monte Carlo study, we replicate the results for the SARMA(1,1) specification in Behrens et al. (2012) in an empirical illustration. The third essay investigates the effect of foreign direct investment (FDI) on economic growth through a spatially augmented Solow growth model. The current literature on the relationship between FDI and economic growth uses canonical cross-country growth regression specifications that are derived from the textbook Solow growth model for closed economies. We claim that these specifications cannot reflect the relationship between economic growth and FDI, because they model each country as an isolated island that does not interact with the rest of the world. On the other hand, a spatially augmented Solow growth model allows for technological interdependence among countries through spatial externalities. The modified growth model yields regression specifications that properly account for spatial autocorrelations. We construct a panel of 85 countries for the period 1980-2010 and estimate the modified specifications with the tools from spatial econometrics. Our findings indicate that FDI inflows have a significant positive effect on the growth rate of host countries. The final essay proposes a flexible distribution for the maximum likelihood estimation of the GARCH-type time series models. The new distribution can better account for the potential skewness and leptokurticity in the driving noise sequence. We study the large sample properties of the new estimator following the methodology presented in Francq and Zakoïan (2004). To investigate the finite sample properties of the new estimator, we first conduct a Monte Carlo study. Furthermore, to test the relative out-of-sample predictive power of the new estimator, we test for its prediction power on two data sets using the methods described in White (2000) and Hansen et al. (2003)

Rising Sea Levels and Sinking Property Values: The Effects of Hurricane Sandy on New York's Housing Market

Are coastal cities adjusting to rising sea levels? This paper argues that large-scale events have the potential to ignite the process. We examine the effects of hurricane Sandy on the New York City housing market. We assemble a large plot-level dataset with rich geographic data on housing sales in New York City for the period 2003-2015, along with information on which building structures were damaged by the hurricane, and to what degree. Our difference-in-difference estimates provide robust evidence of a negative impact on the price trajectories of houses that were directly affected by Sandy. Interestingly, this is also the case for houses that were not damaged but face high risk of coastal flooding. Our results suggest that Sandy has increased the perceived risk of living in those neighborhoods. We also show that the negative effects on housing prices appear to be highly persistent

Teaching Size and Power Properties of Hypothesis Tests Through Simulations

In this study, we review the graphical methods suggested in Davidson and MacKinnon (Davidson, Russell, and James G. MacKinnon. 1998. “Graphical Methods for Investigating the Size and Power of Hypothesis Tests.” The Manchester School 66 (1): 1–26.) that can be used to investigate size and power properties of hypothesis tests for undergraduate and graduate econometrics courses. These methods can be used to assess finite sample properties of various hypothesis tests through simulation studies. In addition, these methods can be effectively used in classrooms to reinforce students’ understanding of basic hypothesis testing concepts such as Type I error, Type II error, size, power, p-values and under-or-over-sized tests. We illustrate the procedural aspects of these graphical methods through Monte Carlo experiments, and provide the implementation codes written in Matlab and R for the classroom applications

MOBBING AND BULLYING IN THE WORKPLACE AND HOW YOU SURVIVE IF YOU ARE MOBBED

Workplace violence especially mobbing and bullying has become an important problem in the workplace behaviors. This problem affect of whole employees, and it is moving from the streets to the workplace. Workplace stress, which could be caused by task content, such as dimensions of the job, and/or the role property, including social aspects of the job and relations among the employees from ali levels, cause physiological, and behavioral problems. The objective of this article is to provide an understanding of general term of mobbing and bullying. In addition to this study aim to analyzes how to avoid being the target of mobbing and what can you do if you become a target of mobbing

Determining of Problem Solving Strategies used by Primary 8, Grade Students’ in Mathematics Class

AbstractThe purpose of this research is to investigate the effect using a combination of different levels of problem solving strategies on primary 8. grade students in math class applied to the teaching of problem solving strategies. For this purpose, 22 eight grade students were taught problem solving strategies throughout 4 weeks (15hours). In this process, problem solving strategies were introduced to students and were solved the problems that can be solved by different solutions. The strategies that taught in this study are Working Backwards, Finding a Pattern, Adopting a Different Point of View, Making a Drawing, Guess and Check, Accounting for All Possibilities and Organizing Data. Initial and the final of the application, the research problems developed by the researcher were given to students as pre and posttest. According to results, students’ problem solving strategies used by the pre-test was very limited, this situation improved in the final test, students were able to use different solutions

Tilpasset opplæring gjennom dialog og forståelse: relasjoners betydning for voksne elever i grunnskole

Master i grunnskolelærerutdanning 5-10. Spesialpedagogikk 2 - 202

Development of Early Stage Diabetes Prediction Model Based on Stacking Approach

Diabetes is a disease that may pose direct or indirect risks in terms of human health. Early diagnosis can minimize the potential harm of this disease to the body and reduce the probability of death. For this reason, laboratory tests are performed on diabetic patients. The analysis of these tests enables the diagnosis of diabetes. The aim of this study is so quickly diagnose diabetes by using data obtained from patients with machine learning methods. In order to diagnose the disease, k-nearest neighbor (k-NN), logistic regression (LR), random forest (RF) models and the stacking meta model which is created by combining these three models were used. The dataset used in the research includes test samples taken from 520 people. The dataset has 17 features, including 16 input features and 1 output feature. As a result of the classification through this dataset, different classification results were obtained from the models. The classification success of the models LR, k-NN, RF and stacking were found to be 91.3%, 91.7%, 97.9% and 99.6%, respectively. F-score, precision and recall performance metrics were utilized for a detailed analysis of the models\u27 classification results. The obtained results revealed that the stacking model has a sufficient level to be used as a decision support system in the early diagnosis of diabetes

Association of Vogt Koyanagi Harada Syndrome and Seronegative Rheumatoid Arthritis

Background: Vogt Koyanagi Harada (VKH) Syndrome is a rarely-seen multi-systemic, autoimmune and inflammatory disease. It observed frequently with neurologic, auditory and skin manifestations and characterized with bilateral, chronic and diffused granulomatous panuveitis. It generally affects women in young-adult period.Case: A 57 year-old female patient applied to a special center one year ago with a complaint of decrease in the sight acuity of the right eye. The right eye was operated on with cataract diagnosis. Uveitis was developed firstly in the right eye and then in the left eye after the operation. Having complaints about uveitis, tinnitus and hear loss, the patient was diagnosed with VKH syndrome. The pains started to be felt in small hand joints and both of the two ankles. The pains were increasing especially in the mornings and during rest. The duration of morning stiffness was two hours in hand and foot joints. The patient had had lumbar pain with mechanic characteristic for five years.Conclusion: Being diagnosed with seronegative rheumatoid arthritis (RA), our case is presented because VKH syndrome is rarely seen in Turkey, and the joint findings are at the forefront.Keywords: Seronegative Rheumatoid Arthritis, joint involvement, Vogt Koyanagi Harada Syndrom