1. 第一种,作者通过有标注的训练集的y和x构造一个correction-to-error 的mapping,这个mapping保存了当前token可以被替换的词和改词所在的句子。然后,为了保证多样性和语义上比较接近吗,作者这里选择使用当前token的句子和所有候选句子的编辑距离相似度来计算权重,也就是这里的权重wi来选择句子,如果两个句子之间相似度...
Alternatively, error correction models (ECMs) can be used if the dependent and independent variables are co-integrated. In this paper, we investigate forecasting performance between first-difference models and ECMs through four different simulation designs: (i) non-correlated I(1) processes; (ii) ...
This chapter presents the time series analysis of error-correction models. The main purpose of error-correction models is to capture the time-series properties of variables, through the complex lag-structures allowed, while at the same time incorporating an economic theory of an equilibrium type. ...
With the VEC model selected in the Models pane, on the Econometric Modeler tab, in the Export section, click Export > Export Variables. In the Export Variables dialog box, select the Select check box for INT_L, INT_M, and INT_S. Click Export. The variables INT_L, INT_M, INT_S, ...
Testing for two-regime threshold cointegration in vector error-correction models This paper examines a two-regime vector error-correction model with a single cointegrating vector and a threshold effect in the error-correction term. We p... BE Hansen,B Seo - 《Journal of Econometrics》 被引量: ...
After explaining the method and models for Precise Point Positioning(PPP) based on combined GPS and GLONASS,the positioning accuracy of static and kinemati... Wang Zhengjun,王正军 - 《Positioning》 被引量: 5发表: 2012年 Evaluating the single-frequency static precise point positioning accuracies ...
Vector Error Correction ModelsJohansen FIML ApproachThis word document was downloaded from the website: http://.wordwendang/en/ (http:\/\..
We consider a class of vector nonlinear error correction models where the transfer function (or loadings) of the stationary relation- ships is nonlinear. This includes in particular the smooth transition models. A general representation theorem is given which establishes the dynamic properties of the ...
Nonlinear error correction models Non-linear error correction models - Escribano, Mira - 2002 () Citation Context ... specification of error accumulation. But they are a special case of... ALVARO,ESCRIBANO,SANTIAGO,... - 《Journal of Time》 被引量: 99发表: 2002年 Threshold Effects and Asymm...
Testing for two-regime threshold cointegration in vector error-correction models This paper examines a two-regime vector error-correction model with a single cointegrating vector and a threshold effect in the error-correction term. We p... BE Hansen,B Seo - 《Journal of Econometrics》 被引量: ...