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Author:

Otero, Karina Vanesa

Title:

On Econometrics with Flexible Assumptions for Asset Pricing and Discrete Choice Models

Graduate Program:

Economics

Keywords:

Intensity of default
Sovereign bonds
Efficient Method of Moments (EMM)
Semi-nonparametric (SNP) econometrics
Hermite
Latent variables
Estimation of stochastic differential equations
Estimation of diffusions
Asset pricing
Numerical methods for partial differential equations
Credit risk
Cox process
Credit derivatives
Credit Default Swaps (CDS)
Nonparametric identification
dynamic multinomial choice games
Dynamic Markov game
Markov decision processes
Multiple choice models
Econometric Identification
Incomplete information
Dynamic discrete choice
Discrete decision process
Decision model.
Dynamic multinomial choice games
Decision model

File:

Download Karina_V_Otero_Dissertation_June_3.pdf

Committee Members:

Andrew Ronald Gallant, Dissertation Advisor/Co-Advisor