A critique of models in linear aggregation structures
Author | : Karl Ringwald |
Publisher | : |
Total Pages | : |
Release | : 1980 |
Genre | : |
ISBN | : |
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Author | : Karl Ringwald |
Publisher | : |
Total Pages | : |
Release | : 1980 |
Genre | : |
ISBN | : |
Author | : Karl Ringwald |
Publisher | : |
Total Pages | : 156 |
Release | : 1980 |
Genre | : Econometrics |
ISBN | : |
Author | : Maxwell L. King |
Publisher | : Routledge |
Total Pages | : 366 |
Release | : 2018-03-05 |
Genre | : Business & Economics |
ISBN | : 1351140671 |
Originally published in 1987. This collection of original papers deals with various issues of specification in the context of the linear statistical model. The volume honours the early econometric work of Donald Cochrane, late Dean of Economics and Politics at Monash University in Australia. The chapters focus on problems associated with autocorrelation of the error term in the linear regression model and include appraisals of early work on this topic by Cochrane and Orcutt. The book includes an extensive survey of autocorrelation tests; some exact finite-sample tests; and some issues in preliminary test estimation. A wide range of other specification issues is discussed, including the implications of random regressors for Bayesian prediction; modelling with joint conditional probability functions; and results from duality theory. There is a major survey chapter dealing with specification tests for non-nested models, and some of the applications discussed by the contributors deal with the British National Accounts and with Australian financial and housing markets.
Author | : Engelbert Plassmann |
Publisher | : Springer Science & Business Media |
Total Pages | : 209 |
Release | : 2012-12-06 |
Genre | : Business & Economics |
ISBN | : 3642573363 |
The introduction of a single European currency constitutes a remarkable instance of internationalization of monetary policy. Whether a concomitant internationalization can be detected also in the econometric foundations of monetary policy is the topic dealt with in this book. The basic theoretical ingredients comprise a data-driven approach to econometric modelling and a generalized approach to cross-sectional aggregation. The empirical result is a data-consistent structural money demand function isolated within a properly identified, dynamic macroeconomic system for Europe. The book itself evolved from a research project within the former Son derforschungsbereich SFB 178 "Internationalization of the Economy" at the University of Konstanz. Its finalization entails a due amount of gratitude to be extended into several directions: I am personally indebted, first of all, to my academic supervisor, Professor Dr. Nikolaus Laufer, for originally inspiring this work and for meticulously perusing its eventual result. Professor Dr. Win fried Pohlmeier, as a second supervisor, provided valuable confidence bounds around an earlier draft. The comments of both supervisors contributed substantially to the present shape of the book. I am institutionally indebted to the University of Konstanz, notably its Faculty of Economics and Statistics, for continuous provision of an excellent research environment, and to the Deutsche Forschungsgemeinschaft in Bonn for generous sponsorship of the former SFB, whose financial support dur ing that period is gratefully acknowledged. I am also indebted to Dresdner Bank AG Frankfurt, Risk Methodology Trading, for benign tolerance of all distractions associated with the preparation of the final manuscript.
Author | : Lutz Kilian |
Publisher | : Cambridge University Press |
Total Pages | : 757 |
Release | : 2017-11-23 |
Genre | : Business & Economics |
ISBN | : 1107196574 |
This book discusses the econometric foundations of structural vector autoregressive modeling, as used in empirical macroeconomics, finance, and related fields.
Author | : Marco Pepe |
Publisher | : Springer |
Total Pages | : 178 |
Release | : 2015-12-12 |
Genre | : Technology & Engineering |
ISBN | : 3319264737 |
This book reports on the physical and mechanical characterization of Recycled Aggregate Concrete (RAC), produced through a partial-to-total replacement of ordinary aggregates with what have been dubbed Recycled Concrete Aggregates (RCAs). It proposes a theoretical framework for understanding the relationships between RCAs and RCA, and for predicting the resulting behavior of RAC. The book demonstrates that in the case of RAC two additional parameters have to be taken into account than with ordinary aggregates, due to the composite nature and higher porosity of RCAs. By extending Abrams’ Law for Recycled Aggregate Concrete, it represents a first step in the formulation of a general model for predicting the properties of RAC. The theoretical approach presented here addresses an important gap in the literature and is expected to stimulate new research on the use of this more sustainable form of concrete in structural applications.
Author | : |
Publisher | : |
Total Pages | : 656 |
Release | : 1985 |
Genre | : Multivariate analysis |
ISBN | : |
Author | : Rick H. Hoyle |
Publisher | : Guilford Publications |
Total Pages | : 801 |
Release | : 2023-02-17 |
Genre | : Business & Economics |
ISBN | : 1462544649 |
"This accessible volume presents both the mechanics of structural equation modeling (SEM) and specific SEM strategies and applications. The editor, along with an international group of contributors, and editorial advisory board are leading methodologists who have organized the book to move from simpler material to more statistically complex modeling approaches. Sections cover the foundations of SEM; statistical underpinnings, from assumptions to model modifications; steps in implementation, from data preparation through writing the SEM report; and basic and advanced applications, including new and emerging topics in SEM. Each chapter provides conceptually oriented descriptions, fully explicated analyses, and engaging examples that reveal modeling possibilities for use with readers' data. Many of the chapters also include access to data and syntax files at the companion website, allowing readers to try their hands at reproducing the authors' results"--
Author | : Steven Durlauf |
Publisher | : Springer |
Total Pages | : 417 |
Release | : 2016-04-30 |
Genre | : Business & Economics |
ISBN | : 0230280838 |
Specially selected from The New Palgrave Dictionary of Economics 2nd edition, each article within this compendium covers the fundamental themes within the discipline and is written by a leading practitioner in the field. A handy reference tool.
Author | : Hisao Ishibuchi |
Publisher | : EOLSS Publications |
Total Pages | : 400 |
Release | : 2015-12-30 |
Genre | : |
ISBN | : 1780210205 |
Computational intelligence is a component of Encyclopedia of Technology, Information, and Systems Management Resources in the global Encyclopedia of Life Support Systems (EOLSS), which is an integrated compendium of twenty one Encyclopedias. Computational intelligence is a rapidly growing research field including a wide variety of problem-solving techniques inspired by nature. Traditionally computational intelligence consists of three major research areas: Neural Networks, Fuzzy Systems, and Evolutionary Computation. Neural networks are mathematical models inspired by brains. Neural networks have massively parallel network structures with many neurons and weighted connections. Whereas each neuron has a simple input-output relation, a neural network with many neurons can realize a highly non-linear complicated mapping. Connection weights between neurons can be adjusted in an automated manner by a learning algorithm to realize a non-linear mapping required in a particular application task. Fuzzy systems are mathematical models proposed to handle inherent fuzziness in natural language. For example, it is very difficult to mathematically define the meaning of “cold” in everyday conversations such as “It is cold today” and “Can I have cold water”. The meaning of “cold” may be different in a different situation. Even in the same situation, a different person may have a different meaning. Fuzzy systems offer a mathematical mechanism to handle inherent fuzziness in natural language. As a result, fuzzy systems have been successfully applied to real-world problems by extracting linguistic knowledge from human experts in the form of fuzzy IF-THEN rules. Evolutionary computation includes various population-based search algorithms inspired by evolution in nature. Those algorithms usually have the following three mechanisms: fitness evaluation to measure the quality of each solution, selection to choose good solutions from the current population, and variation operators to generate offspring from parents. Evolutionary computation has high applicability to a wide range of optimization problems with different characteristics since it does not need any explicit mathematical formulations of objective functions. For example, simulation-based fitness evaluation is often used in evolutionary design. Subjective fitness evaluation by a human user is also often used in evolutionary art and music. These volumes are aimed at the following five major target audiences: University and College students Educators, Professional practitioners, Research personnel and Policy analysts, managers, and decision makers.