网络结构化向量自回模型 网络释义 1. 结构化向量自回模型 ...出货币政策对经济情势变化的 系统性回应的概念,建立结构化向量自回模型(structural vector autoregressive model),用… www.docin.com|基于5个网页
Vector autoregressive (VAR) models are capable of capturing the dynamic structure of many time series variables. Impulse response functions are typically used to investigate the relationships between the variables included in such models. In this context the relevant impulses or innovations or shocks to...
Specification, estimation and validation of reduced form vector error correction models is briefly outlined and imposing structural short- and long-run restrictions within these models is discussed. 展开 关键词: cointegration vector autoregressive process vector error correction model ...
This paper presents a Structural Vector Autoregressive (SVAR) model with particular attention to the Hungarian labour market. The identification of structural shocks is based on sign restrictions. We identify four structural shocks: a labour supply, an aggregate supply, an aggregate demand and a ...
以季度奖金和每年奖金,她的年收入是没有lethan RMB ×××。[translate] aAn important special case of the dynamic SEM is the structural vector autoregressive model in which all variables are presumed endogenous, 动态SEM的一个重要特殊情况是所有可变物是被假定的内在的结构传染媒介自回归模型,[translate]...
Simulation-based forecasting methods for a non-Gaussian noncausal vector autoregressive (VAR) model are proposed. In noncausal autoregressions the assumpti... Henri,Nyberg,Pentti,... - 《Computational Statistics & Data Analysis》 被引量: 13发表: 2014年 Infinite-Dimensional Markov Processes with Almost...
出版社:Cambridge University Press 出版年:2017-11-23 页数:754 定价:GBP 49.99 装帧:Hardcover ISBN:9781316647332 豆瓣评分 评价人数不足 评价: 写笔记 写书评 加入购书单 分享到 推荐 内容简介· ··· Structural vector autoregressive (VAR) models are important tools for empirical work in macroeconomics...
autoregressive modelAs Structural Health Monitoring (SHM) continues to gain popularity, both as an area of research and as a tool for use in industrial ... CJ Stull,FM Hemez,CR Farrar - 《Structural Health Monitoring》 被引量: 19发表: 2012年 Movement identification model of port container cr...
摘要: Different bootstrap methods and estimation techniques for inference for structural vector autoregressive (SVAR) models identified by conditional heteroskedastic关键词: Structural vector autoregression conditional heteroskedasticity GARCH identification via heteroskedasticity ...
Transportation Research Part A Policy & PracticeTSIONAS M.G., CHEN Z., WANKE P.A. Structural vector autoregressive model of technical efficiency and delays with an application to chinese airlines. Transportation Research Part A Policy & Practice, 101, 1, 2017....