1. On Econometrics with Flexible Assumptions for Asset Pricing and Discrete Choice Models Open Access Author: Otero, Karina Vanesa Title: On Econometrics with Flexible Assumptions for Asset Pricing and Discrete Choice Models Graduate Program: Economics Keywords: Intensity of defaultSovereign bondsEfficient Method of Moments (EMM)Semi-nonparametric (SNP) econometricsHermiteLatent variablesEstimation of stochastic differential equationsEstimation of diffusionsAsset pricingNumerical methods for partial differential equationsCredit riskCox processCredit derivativesCredit Default Swaps (CDS)Nonparametric identificationdynamic multinomial choice gamesDynamic Markov gameMarkov decision processesMultiple choice modelsEconometric IdentificationIncomplete informationDynamic discrete choiceDiscrete decision processDecision model.Dynamic multinomial choice gamesDecision model File: Download Karina_V_Otero_Dissertation_June_3.pdf Committee Members: Andrew Ronald Gallant, Dissertation Advisor/Co-Advisor