Time varying coefficient modelsG. Riddington
摘要: Summary This chapter contains sections titled: Introduction Time-Varying Coefficient NPM Model Time-Varying Coefficient SPM Model Time-Varying Coefficient NPME Model Time-Varying Coefficient SPME Model Summary and Bibliographical Notes关键词: time-varying coefficient NPM model time-varying coefficient ...
Specification of varying coefficient time series models via generalized flexible least squares Flexible Least Squares (FLS) is a method for recursively estimating the time paths of the coefficients of a regression model with time-varying coefficients... H Lütkepohl,H Herwartz - 《Journal of Econom...
Time Varying Coefficient Models; A Proposal for selecting the Coefficient Driver Sets SG Hall,PAVB Swamy,GS Tavlas - Department of Economics, University of Leicester 被引量: 0发表: 2014年 Proposal for a universal test mirror for characterization of slope measuring instruments - art. no. 67040A ...
网络趋势性时变系数模型 网络释义 1. 趋势性时变系数模型 利用最新发展起来的趋势性时变系数模型(trending time-varying coefficient model),我们将稳定性检验建立在非参数估计与 … lican8341.blog.163.com|基于17个网页
网络随时间变化的系数;时间变化系数;时变系数 网络释义
1) Time-varying Coefficient of Autoregressive model 时变AR模型系数2) AR model coefficients AR模型系数 1. MAV(Mean Absolute Value), ZCR(Zero-Crossing Rate), as well as three order AR model coefficients, were used to extract SEMG signal features, BP(Back Propagrate) neural network and SOFM(...
J. Econometrics (1989) RohanN. A time varying GARCH (p, q) model and related statistical inference Statist. Probab. Lett. (2013) ZhangW. et al. Local polynomial fitting in semivarying coefficient model J. Multivariate Anal. (2002)View more referencesCited by (15) ...
Time-varying coefficient estimation in SURE models. Application to portfolio management This paper provides a detailed analysis of the asymptotic properties of a kernel estimator for a Seemingly Unrelated Regression Equations model with time-varying coefficients (tv-SURE) under very general conditions. The...
time-varying parameterIn this paper, we consider dynamic panel data models where the autoregressive parameter changes over time. We propose the GMM and ML estimators for this model. We conduct Monte Carlo simulation to compare the performance of these two estimators. The simulation results show ...