新字 发表于 2025-3-25 03:25:57

Least-Squares Autoregression with Near-unit Root, the unit circle. In particular, the fixed start-up model (where the first few observations are treated asymmetrically) behaves quite differently in small samples than the stationary model which assumes that all the observations have the same distribution.

不可侵犯 发表于 2025-3-25 11:13:03

Notes on the Elementary Properties of Permutation and Reflection Matrices, to the Samuelson—Wise conditions for the stability of a linear difference equation and we discuss a class of permutation matrices associated with functions defining chaotic and sub-chaotic pseudo-random processes.

尾巴 发表于 2025-3-25 12:30:23

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Control-Group 发表于 2025-3-25 18:01:26

Advanced Studies in Theoretical and Applied Econometricshttp://image.papertrans.cn/i/image/467156.jpg

chronicle 发表于 2025-3-25 21:51:05

https://doi.org/10.1007/978-1-4615-4603-0Analysis; Covariance matrix; Estimator; Sage; Statistical Analysis; Statistical Models; econometrics; linea

Longitude 发表于 2025-3-26 03:11:23

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Initiative 发表于 2025-3-26 06:18:11

978-1-4613-7080-2Springer Science+Business Media Dordrecht 2000

打折 发表于 2025-3-26 09:47:51

Innovations in Multivariate Statistical Analysis978-1-4615-4603-0Series ISSN 1570-5811 Series E-ISSN 2214-7977

A简洁的 发表于 2025-3-26 15:37:31

Gibbs Sampling in B-VAR Models with Latent Variables,al distributions (f.c.d.s) which are necessary for the efficient numerical calculation of the posterior distribution are derived. First, the single and multiple tightness models are analysed and then the extension to a VAR model is given. The simulated posterior distribution also allows for the simulation of the predictive distribution.

去掉 发表于 2025-3-26 18:57:36

The Rank Condition for Forward Looking Models,roots, i.e. the number of eigenvalues of . with a strictly positive real part.. Giavazzi and Wyplosz (1985) extend this result to the case of a singular transition matrix .. Th e treatment in Buiter (1984) also allows for zero roots.
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查看完整版本: Titlebook: Innovations in Multivariate Statistical Analysis; A Festschrift for He R. D. H. Heijmans,D. S. G. Pollock,A. Satorra Book 2000 Springer Sci