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Author : Augustin Marvall
Publisher :
ISBN 13 :
Total Pages : 158 pages
Book Rating : 4.:/5 (859 download)
Download or read book Identification in Dynamics Shock-error Models written by Augustin Marvall and published by . This book was released on 1979 with total page 158 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : A. Maravall
Publisher : Springer Science & Business Media
ISBN 13 : 3642953395
Total Pages : 169 pages
Book Rating : 4.6/5 (429 download)
Download or read book Identification in Dynamic Shock-Error Models written by A. Maravall and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 169 pages. Available in PDF, EPUB and Kindle. Book excerpt: Looking at a very simple example of an error-in-variables model, I was surprised at the effect that standard dynamic features (in the form of autocorre 11 lation. in the variables) could have on the state of identification of the model. It became apparent that identification of error-in-variables models was less of a problem when some dynamic features were present, and that the cathegory of "pre determined variables" was meaningless, since lagged endogenous and truly exogenous variables had very different identification properties. Also, for'the models I was considering, both necessary and sufficient conditions for identification could be expressed as simple counting rules, trivial to compute. These results seemed somewhat striking in the context of traditional econometrics literature, and p- vided the original motivation for this monograph. The monograph, therefore, atempts to analyze econometric identification of models when the variables are measured with error and when dynamic features are present. In trying to generalize the examples I was considering, although the final results had very simple expressions, the process of formally proving them became cumbersome and lengthy (in particular for the "sufficiency" part of the proofs). Possibly this was also due to a lack of more high-powered analytical tools and/or more elegant derivations, for which I feel an apology coul be appropiate. With some minor modifications, this monograph is a Ph. D. dissertation presented to the Department of Economics of the University of Wisconsin, Madison. Thanks are due to. Dennis J. Aigner and Arthur S.
Author : Augustin Maravall-Herrero
Publisher :
ISBN 13 :
Total Pages : 444 pages
Book Rating : 4.:/5 (89 download)
Download or read book Identification in Dynamic Shock-error Models written by Augustin Maravall-Herrero and published by . This book was released on 1978 with total page 444 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Agustin Maravall
Publisher :
ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (47 download)
Download or read book Identification in dynamic shock-error models written by Agustin Maravall and published by . This book was released on 1979 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : A Maravall
Publisher :
ISBN 13 : 9783642953408
Total Pages : 172 pages
Book Rating : 4.9/5 (534 download)
Download or read book Identification in Dynamic Shock-Error Models written by A Maravall and published by . This book was released on 1979-02-05 with total page 172 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Torsten Söderström
Publisher : Springer
ISBN 13 : 3319750011
Total Pages : 495 pages
Book Rating : 4.3/5 (197 download)
Download or read book Errors-in-Variables Methods in System Identification written by Torsten Söderström and published by Springer. This book was released on 2018-04-07 with total page 495 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents an overview of the different errors-in-variables (EIV) methods that can be used for system identification. Readers will explore the properties of an EIV problem. Such problems play an important role when the purpose is the determination of the physical laws that describe the process, rather than the prediction or control of its future behaviour. EIV problems typically occur when the purpose of the modelling is to get physical insight into a process. Identifiability of the model parameters for EIV problems is a non-trivial issue, and sufficient conditions for identifiability are given. The author covers various modelling aspects which, taken together, can find a solution, including the characterization of noise properties, extension to multivariable systems, and continuous-time models. The book finds solutions that are constituted of methods that are compatible with a set of noisy data, which traditional approaches to solutions, such as (total) least squares, do not find. A number of identification methods for the EIV problem are presented. Each method is accompanied with a detailed analysis based on statistical theory, and the relationship between the different methods is explained. A multitude of methods are covered, including: instrumental variables methods; methods based on bias-compensation; covariance matching methods; and prediction error and maximum-likelihood methods. The book shows how many of the methods can be applied in either the time or the frequency domain and provides special methods adapted to the case of periodic excitation. It concludes with a chapter specifically devoted to practical aspects and user perspectives that will facilitate the transfer of the theoretical material to application in real systems. Errors-in-Variables Methods in System Identification gives readers the possibility of recovering true system dynamics from noisy measurements, while solving over-determined systems of equations, making it suitable for statisticians and mathematicians alike. The book also acts as a reference for researchers and computer engineers because of its detailed exploration of EIV problems.
Author : Agustín Maravall
Publisher : Springer
ISBN 13 :
Total Pages : 176 pages
Book Rating : 4.3/5 (91 download)
Download or read book Identification in Dynamic Shock-error Models written by Agustín Maravall and published by Springer. This book was released on 1979 with total page 176 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Hugo F. Sonnenschein
Publisher : Springer Science & Business Media
ISBN 13 : 3642516459
Total Pages : 220 pages
Book Rating : 4.6/5 (425 download)
Download or read book Models of Economic Dynamics written by Hugo F. Sonnenschein and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 220 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Francis X. Diebold
Publisher : Springer Science & Business Media
ISBN 13 : 3642456413
Total Pages : 153 pages
Book Rating : 4.6/5 (424 download)
Download or read book Empirical Modeling of Exchange Rate Dynamics written by Francis X. Diebold and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 153 pages. Available in PDF, EPUB and Kindle. Book excerpt: Structural exchange rate modeling has proven extremely difficult during the recent post-1973 float. The disappointment climaxed with the papers of Meese and Rogoff (1983a, 1983b), who showed that a "naive" random walk model distinctly dominated received theoretical models in terms of predictive performance for the major dollar spot rates. One purpose of this monograph is to seek the reasons for this failure by exploring the temporal behavior of seven major dollar exchange rates using nonstructural time-series methods. The Meese-Rogoff finding does not mean that exchange rates evolve as random walks; rather it simply means that the random walk is a better stochastic approximation than any of their other candidate models. In this monograph, we use optimal model specification techniques, including formal unit root tests which allow for trend, and find that all of the exchange rates studied do in fact evolve as random walks or random walks with drift (to a very close approximation). This result is consistent with efficient asset markets, and provides an explanation for the Meese-Rogoff results. Far more subtle forces are at work, however, which lead to interesting econometric problems and have implications for the measurement of exchange rate volatility and moment structure. It is shown that all exchange rates display substantial conditional heteroskedasticity. A particularly reasonable parameterization of this conditional heteroskedasticity, which captures the observed clustering of prediction error variances, is developed in Chapter 2.
Author : Jean-P. Aubin
Publisher : Springer Science & Business Media
ISBN 13 : 366200545X
Total Pages : 279 pages
Book Rating : 4.6/5 (62 download)
Download or read book Dynamics of Macrosystems written by Jean-P. Aubin and published by Springer Science & Business Media. This book was released on 2013-03-14 with total page 279 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author :
Publisher :
ISBN 13 :
Total Pages : 660 pages
Book Rating : 4.F/5 ( download)
Download or read book The Shock and Vibration Digest written by and published by . This book was released on 1980 with total page 660 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : American Statistical Association
Publisher :
ISBN 13 :
Total Pages : 694 pages
Book Rating : 4.:/5 (321 download)
Download or read book Journal of the American Statistical Association written by American Statistical Association and published by . This book was released on 1992 with total page 694 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Proceedings Editors
Publisher : Taylor & Francis
ISBN 13 : 135141318X
Total Pages : 625 pages
Book Rating : 4.3/5 (514 download)
Download or read book Structural Dynamics - Vol 1 written by Proceedings Editors and published by Taylor & Francis. This book was released on 2022-03-02 with total page 625 pages. Available in PDF, EPUB and Kindle. Book excerpt: First published in 1991. This volume contains the proceedings of the first European Conference on Structural Dynamics (Eurodyne 90) held at the Ruhr University, Bochum, FRG in June 1990. Volume one (169-9) covers impact, dynamic stability, soil dynamics, system identification, earthquake engineering, earthquake engineering R/C structures, and earthquake engineering for steel structures.
Author : John N. Winn
Publisher :
ISBN 13 :
Total Pages : 68 pages
Book Rating : 4.:/5 (551 download)
Download or read book The Identification Problem for Recursive Shock-error Models written by John N. Winn and published by . This book was released on 1979 with total page 68 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author :
Publisher :
ISBN 13 :
Total Pages : 820 pages
Book Rating : 4.3/5 (91 download)
Download or read book Journal of Econometrics written by and published by . This book was released on 1989 with total page 820 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Shaopu Yang
Publisher : Springer
ISBN 13 : 3662459574
Total Pages : 336 pages
Book Rating : 4.6/5 (624 download)
Download or read book Dynamics of Vehicle-Road Coupled System written by Shaopu Yang and published by Springer. This book was released on 2015-04-29 with total page 336 pages. Available in PDF, EPUB and Kindle. Book excerpt: Vehicle dynamics and road dynamics are usually considered to be two largely independent subjects. In vehicle dynamics, road surface roughness is generally regarded as random excitation of the vehicle, while in road dynamics, the vehicle is generally regarded as a moving load acting on the pavement. This book suggests a new research concept to integrate the vehicle and the road system with the help of a tire model, and establishes a cross-subject research framework dubbed vehicle-pavement coupled system dynamics. In this context, the dynamics of the vehicle, road and the vehicle-road coupled system are investigated by means of theoretical analysis, numerical simulations and field tests. This book will be a valuable resource for university professors, graduate students and engineers majoring in automotive design, mechanical engineering, highway engineering and other related areas. Shaopu Yang is a professor and deputy president of Shijiazhuang Tiedao University, China; Liqun Chen is a professor at Shanghai University, Shanghai, China; Shaohua Li is a professor at Shijiazhuang Tiedao University, China.
Author : Thomas Stengle
Publisher :
ISBN 13 :
Total Pages : 628 pages
Book Rating : 4.:/5 (317 download)
Download or read book Flight Mechanics/estimation Theory Symposium 1988 written by Thomas Stengle and published by . This book was released on 1988 with total page 628 pages. Available in PDF, EPUB and Kindle. Book excerpt:
