Advanced search options

Sorted by: relevance · author · university · date | New search

You searched for `+publisher:"University of Texas – Austin" +contributor:("Stinchcombe, Maxwell B.")`

.
Showing records 1 – 3 of
3 total matches.

▼ Search Limiters

University of Texas – Austin

1. Khan, Urmee, 1977-. Coexistence of attractors and Wada basin boundaries in dynamical systems : a survey of results.

Degree: Mathematics, 2010, University of Texas – Austin

URL: http://hdl.handle.net/2152/ETD-UT-2010-12-2607

This is a summary report on some existing results and methods regarding the problem of determining the basins of attraction of dynamical systems (in particular, two-dimensional diffeomorphisms) when there is a coexistence of attractors. Based on the work of Helena Nusse and James Yorke, it presents existence and characterization results for a certain kind of basin boundaries (namely, the Wada boundaries). The key feature of their approach is to redefine the idea of a basin boundary by introducing the notion of a `basin cell', which bypasses the problem of exactly locating the attractor of a system, which is often either not well-defined or hard to locate in practice. Moreover, the basin cells and their boundaries are characterized by utilizing the stable and unstable manifolds of the system, which are easier to locate by numerical methods, and thus their method provides both numerically verifiable characteristics and algorithms for computation.
*Advisors/Committee Members: Llave, Rafael de la (advisor), Stinchcombe, Maxwell B. (committee member).*

Subjects/Keywords: Coexistence of attractors; Wada boundaries; Trapping regions; Basin cells

Record Details Similar Records

❌

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^{th} Edition):

Khan, Urmee, 1. (2010). Coexistence of attractors and Wada basin boundaries in dynamical systems : a survey of results. (Thesis). University of Texas – Austin. Retrieved from http://hdl.handle.net/2152/ETD-UT-2010-12-2607

Note: this citation may be lacking information needed for this citation format:

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} Edition):

Khan, Urmee, 1977-. “Coexistence of attractors and Wada basin boundaries in dynamical systems : a survey of results.” 2010. Thesis, University of Texas – Austin. Accessed June 19, 2019. http://hdl.handle.net/2152/ETD-UT-2010-12-2607.

Note: this citation may be lacking information needed for this citation format:

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

Khan, Urmee, 1977-. “Coexistence of attractors and Wada basin boundaries in dynamical systems : a survey of results.” 2010. Web. 19 Jun 2019.

Vancouver:

Khan, Urmee 1. Coexistence of attractors and Wada basin boundaries in dynamical systems : a survey of results. [Internet] [Thesis]. University of Texas – Austin; 2010. [cited 2019 Jun 19]. Available from: http://hdl.handle.net/2152/ETD-UT-2010-12-2607.

Note: this citation may be lacking information needed for this citation format:

Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Khan, Urmee 1. Coexistence of attractors and Wada basin boundaries in dynamical systems : a survey of results. [Thesis]. University of Texas – Austin; 2010. Available from: http://hdl.handle.net/2152/ETD-UT-2010-12-2607

Not specified: Masters Thesis or Doctoral Dissertation

University of Texas – Austin

2. Hsu, Yu-Chin, 1978-. Three essays on hypotheses testing involving inequality constraints.

Degree: Economics, 2010, University of Texas – Austin

URL: http://hdl.handle.net/2152/ETD-UT-2010-05-796

The focus of this research is on hypotheses testing involving inequality constraints. In the first chapter of this dissertation, we propose Kolmogorov-Smirnov type tests for stochastic dominance relations between the potential outcomes of a binary treatment under the unconfoundedness assumption. Our stochastic dominance tests compare every point of the cumulative distribution functions (CDF), so they can fully utilize all information in the distributions. For first order stochastic dominance, the test statistic is defined as the supremum of the difference of two inverse-probability-weighting estimators for the CDFs of the potential outcomes. The critical values are approximated based on a simulation method. We show that our test has good size properties and is consistent in the sense that it can detect any violation of the null hypothesis asymptotically. First order stochastic dominance tests in the treated subpopulation, and higher order stochastic dominance tests in the whole population and among the treated are shown to share the same properties. The tests are applied to evaluate the effect of a job training program on incomes, and we find that job training has a positive effect on real earnings. Finally, we extend our tests to cases in which the unconfoundedness assumption does not hold. On the other hand, there has been a considerable amount of attention paid to testing inequality restrictions using Wald type tests. As noted by Wolak (1991), there are certain situations where it is difficult to obtain tests with correct size even asymptotically. These situations occur when the variance-covariance matrix of the functions in the constraints depends on the unknown parameters as would be the case in nonlinear models. This dependence on the unknown parameters makes it computationally difficult to find the least favorable configuration (LFC) which can be used to bound the size of the test. In the second chapter of this dissertation, we extend Hansen's (2005) superior predictive ability (SPA) test to testing hypotheses involving general inequality constraints in which the variance-covariance matrix can be dependent on the unknown parameters. For our test we are able to obtain correct size asymptotically plus test consistency without requiring knowledge of the LFC. Also the test can be applied to a wider class of problems than considered in Wolak (1991). In the last chapter, we construct new Kolmogorov-Smirnov tests for stochastic dominance of any pre-specified order without resorting to the LFC to improve the power of Barrett and Donald's (2003) tests. To do this, we first show that under the null hypothesis if the objects being compared at a given income level are not equal, then the objects at this given income level will have no effect on the null distribution. Second, we extend Hansen's (2005) recentering method to a continuum of inequality constraints and construct a recentering function that will converge to the underlying parameter function uniformly asymptotically under the null hypothesis. We treat the…
*Advisors/Committee Members: Donald, Stephen G. (advisor), Abrevaya, Jason (committee member), Lieli, Robert P. (committee member), Stinchcombe, Maxwell B. (committee member), Shively, Thomas S. (committee member).*

Subjects/Keywords: Stochastic dominance test; Treatment effect; Inequality constraints; Least favorable configuration; Cumulative distribution functions; Hypotheses testing

Record Details Similar Records

❌

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^{th} Edition):

Hsu, Yu-Chin, 1. (2010). Three essays on hypotheses testing involving inequality constraints. (Thesis). University of Texas – Austin. Retrieved from http://hdl.handle.net/2152/ETD-UT-2010-05-796

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} Edition):

Hsu, Yu-Chin, 1978-. “Three essays on hypotheses testing involving inequality constraints.” 2010. Thesis, University of Texas – Austin. Accessed June 19, 2019. http://hdl.handle.net/2152/ETD-UT-2010-05-796.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

Hsu, Yu-Chin, 1978-. “Three essays on hypotheses testing involving inequality constraints.” 2010. Web. 19 Jun 2019.

Vancouver:

Hsu, Yu-Chin 1. Three essays on hypotheses testing involving inequality constraints. [Internet] [Thesis]. University of Texas – Austin; 2010. [cited 2019 Jun 19]. Available from: http://hdl.handle.net/2152/ETD-UT-2010-05-796.

Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Hsu, Yu-Chin 1. Three essays on hypotheses testing involving inequality constraints. [Thesis]. University of Texas – Austin; 2010. Available from: http://hdl.handle.net/2152/ETD-UT-2010-05-796

Not specified: Masters Thesis or Doctoral Dissertation

3. Dehghani Firouzabadi, Mohammad Hossein. Essays on real options and strategic interactions.

Degree: Economics, 2012, University of Texas – Austin

URL: http://hdl.handle.net/2152/ETD-UT-2012-08-6360

Chapter 2 considers technology adoption under both technological and subsidy uncertainties. Uncertainty in subsidies for green technologies is considered as an example. Technological progress is exogenous and modeled as a jump process with a drift. The analytical solution is presented for cases when there is no subsidy uncertainty and when the subsidy changes once. The case when the subsidy follows a time invariant Markov process is analyzed numerically. The results show that improving the innovation process raises the investment thresholds. When technological jumps are small or rare, this improvement reduces the expected time before technology adoption. However, when technological jumps are large or abundant, this improvement may raise this expected time.
Chapter 3 studies technology adoption in a duopoly where the unbiased technological change improves production efficiency. Technological progress is exogenous and modeled as a jump process with a drift. There is always a Markov perfect equilibrium in which the firm with more efficient technology never preempts its rival. Also, a class of equilibria may exist that lead to a smaller industry surplus. In these equilibria either of the firms may preempt its rival in a set of technology efficiency values. The first investment does not necessarily happen at the boundary of this set due to the discrete nature of the technology progress. The set shrinks and eventually disappears when the difference between firmsâ€™ efficiencies increases.
Chapter 4 studies the behavior of two firms after a new investment opportunity arises. Firms either invest immediately or wait until market uncertainty is resolved. Two types of separating equilibrium are possible when sunk costs are private information. In the first type the firm with lower cost invests first. In the second type the firm with higher cost invests first leading to a smaller industry surplus. The results indicate that the second type is possible only for strictly negatively correlated sunk costs. Numerical analysis illustrates that when first mover advantage is large, the firm that delays the investment should be almost certain about its rivalâ€™s sunk cost. When market risk increases, the equilibria can exist when the firm is less certain.
*Advisors/Committee Members: Boyarchenko, Svetlana I. (advisor), Almazan, Andres (committee member), Stinchcombe, Maxwell B. (committee member), Tompaidis, Stathis (committee member), Wiseman, Thomas (committee member).*

Subjects/Keywords: Investment; Uncertainty; Real options; Technology adoption; Policy uncertainty; Clean technology; Regime switching; Strategic investment; Incomplete information; Innovation

Record Details Similar Records

❌

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^{th} Edition):

Dehghani Firouzabadi, M. H. (2012). Essays on real options and strategic interactions. (Thesis). University of Texas – Austin. Retrieved from http://hdl.handle.net/2152/ETD-UT-2012-08-6360

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} Edition):

Dehghani Firouzabadi, Mohammad Hossein. “Essays on real options and strategic interactions.” 2012. Thesis, University of Texas – Austin. Accessed June 19, 2019. http://hdl.handle.net/2152/ETD-UT-2012-08-6360.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

Dehghani Firouzabadi, Mohammad Hossein. “Essays on real options and strategic interactions.” 2012. Web. 19 Jun 2019.

Vancouver:

Dehghani Firouzabadi MH. Essays on real options and strategic interactions. [Internet] [Thesis]. University of Texas – Austin; 2012. [cited 2019 Jun 19]. Available from: http://hdl.handle.net/2152/ETD-UT-2012-08-6360.

Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Dehghani Firouzabadi MH. Essays on real options and strategic interactions. [Thesis]. University of Texas – Austin; 2012. Available from: http://hdl.handle.net/2152/ETD-UT-2012-08-6360

Not specified: Masters Thesis or Doctoral Dissertation