搜索结果: 1-15 共查到“autoregressive model”相关记录16条 . 查询时间(0.057 秒)
Near Unit Root in the Spatial Autoregressive Model
Spatial autoregressive model Spatial unit root Near unit root Two stage least square Quasi-maximum likelihood estimatio
2016/1/19
This paper studies the spatial autoregressive (SAR) model for cross sectional data when the true spatial e¤ect parameter is near unity. We decompose the data generating process into an unstable compon...
A Generalized Spatial Two-Stage Least Squares Procedure for Estimating a Spatial Autoregressive Model with Autoregressive Disturbances
Spatial autoregressive model two-stage least squares generalized moments estimation
2015/9/24
Cross-sectional spatial models frequently contain a spatial lag of the dependent variable as a regressor or a disturbance term that is spatially autoregressive. In this article we describe a computati...
INSTRUMENTAL VARIABLE ESTIMATION OF A SPATIAL AUTOREGRESSIVE MODEL WITH AUTOREGRESSIVE DISTURBANCES:LARGE AND SMALL SAMPLE RESULTS
INSTRUMENTAL VARIABLE ESTIMATION SPATIAL AUTOREGRESSIVE MODEL AUTOREGRESSIVE DISTURBANCES LARGE AND SMALL SAMPLE
2015/9/24
The purpose of this paper is two-fold. First, on a theoretical level we introduce a series-type instrumental variable (IV) estimator of the parameters of a spatial first order autoregressive model wit...
ON TWO-STEP ESTIMATION OF A SPATIAL AUTOREGRESSIVE MODEL WITH AUTOREGRESSIVE DISTURBANCES AND ENDOGENOUS REGRESSORS
Cliff–Ord spatial model Generalized method of moments estimation Limited information estimation
2015/9/24
In this paper, we consider a spatial-autoregressive model with autoregressive disturbances,
where we allow for endogenous regressors in addition to a spatial lag of the dependent variable.
We sugges...
Maximum likelihood and generalized spatial two-stage least-squares estimators for a spatial-autoregressive model with spatial-autoregressive disturbances
spreg spatial-autoregressive models
2015/9/24
We describe the spreg command, which implements a maximum
likelihood estimator and a generalized spatial two-stage least-squares estimator
for the parameters of a linear cross-sectional spatial-auto...
2SLS and OLS in a spatial autoregressive model with equal spatial weights
Spatial autoregressive models Row normalized and equal spatial weights Ordinary least squares Two stage least squares Panel data
2015/9/24
The paper considers a Cliff–Ord type spatial model with a spatially lagged dependentvariable and a row normalized weighting matrix with equal weights. We show that the 2SLSand OLS estimators are incon...
Estimation in autoregressive model with measurement error
autoregressive model markov chain weak dependent deconvolution semi-parametric nonlinear autoregressive model
2011/6/16
Consider an autoregressive model with measurement error: we observe
Zi = Xi+εi, where Xi is a stationary solution of the equation Xi = f0(Xi−1)+ξi. The
regression function f0 is known up to ...
Parameter estimation in a spatial unit root autoregressive model
Spatial autoregressive processes unit root models
2011/3/23
Spatial autoregressive model $X_{k,\ell}=\alpha X_{k-1,\ell}+\beta X_{k,\ell-1}+\gamma X_{k-1,\ell-1}+\epsilon_{k,\ell}$ is investigated in the unit root case, that is when the parameters are on the b...
Parameter estimation in a spatial unit root autoregressive model
Spatial autoregressive processes unit root models
2011/3/22
Spatial autoregressive model $X_{k,\ell}=\alpha X_{k-1,\ell}+\beta X_{k,\ell-1}+\gamma X_{k-1,\ell-1}+\epsilon_{k,\ell}$ is investigated in the unit root case, that is when the parameters are on the b...
Determination of autoregressive model orders for seizure detection
EEG seizure AR model stepwise least square algorithm
2010/10/12
In the present study, a step-wise least square estimation algorithm (SLSA), implemented in a Matlab package called as ARfit, has been newly applied to clinical data for estimation of the accurate Auto...
Determination of autoregressive model orders for seizure detection
EEG seizure AR model stepwise least square algorithm
2010/3/17
In the present study, a step-wise least square estimation algorithm (SLSA), implemented in a Matlab package called as ARfit, has been newly applied to clinical data for estimation of the accurate Auto...
COUPLED WAVELET-AUTOREGRESSIVE MODEL FOR ANNUAL RAINFALL PREDICTION
autoregressive Wavelet - AR Model ANNUAL RAINFALL
2009/10/12
Because rainfall is one of the most significant parameters in a hydrological model, several stochastic models have been developed to analyze and predict the rainfall process. In recent years, wavelet ...
Gas Chromatography Data Classification Based on Complex Coefficients of an Autoregressive Model
Gas Chromatography Data Classification Complex Coefficients Autoregressive Model
2009/9/7
This paper introduces autoregressive (AR) modeling as a novel method to classify outputs from gas chromatography (GC). The inverse Fourier transformation was applied to the original sensor data, and t...
主讲人
Xu Lin
Tsinghua University
题目
Peer effects and student academic achievement: Spatial autoregressive model with group unobservables
时间
2007年6月6日（星期三）下午14:00-----15:30
地点
北京大学中国经济研究中心万众楼大教室
工作语言
英文
...
SECOND ORDER ASYMPTOTIC EFFICIENCY IN APARTLY AUTOREGRESSIVE MODEL
Second order asymptotic efficiency part
2007/8/7
Consider the model X_t=X_{t-l}β + g(U_t)+ ε_t for t ≥ 1. Here g is an unknownfUnction, β is an unknown parameter to be estimated and εt are i.i.d. with mean 0 andvariance σ^2 and U_t are i.i.d. random...