美色花钱
发表于 2025-3-28 16:49:43
http://reply.papertrans.cn/88/8764/876321/876321_41.png
macrophage
发表于 2025-3-28 22:50:12
The Use of Graphical Displays in the Analysis of Structural Changels; (b) progressive change in the variability of the residuals; (c) a curved regression of residuals on fitted values or the number of cases; and (d) the subsets of successive residuals with significantly different configuration. In this chapter we concentrate on (d) which indicates possible structu
Default
发表于 2025-3-29 00:26:53
Adaptive Estimation and Structural Change in Regression and Time Series Models introduces time-varying coefficients explicitly and assumes that the coefficients follow certain autoregressive integrated moving average time series processes. We show how these time-varying coefficient models can be written in state space form, we illustrate how the Kalman filter approach can be
enhance
发表于 2025-3-29 03:29:28
An Adaptive Method of Regression Analysisally weighted moving averages (EWMA). The coefficients’ trajectories imply possible improvements of the model specification. Aspects of suitable preparation of the time series, such as the elimination of time trends and parameter estimation, are also considered. The method is illustrated on the basi
暂时过来
发表于 2025-3-29 07:41:21
Changing and Random Coefficient Models. A Surveyccepted parameter variation structure one may classify such models into two main groups: models with variable but nonstochastic parameters and models with randomly varying coefficients. The latter group consists of two types — models where coefficients are generated from stationary and models in whi
nettle
发表于 2025-3-29 15:08:52
Nonparametric Estimation of Time-Varying Parametersle random variable with zero mean and unit variance, .. is an observable .-vector-valued variable, and .. and .. are, respectively, unobservable scalar and .-vector-valued parameters. No model (stochastic or nonstochastic) is assumed for the .. or ..; instead they are assumed to be smoothly varying
注射器
发表于 2025-3-29 17:37:51
http://reply.papertrans.cn/88/8764/876321/876321_47.png
形容词
发表于 2025-3-29 22:09:00
Adaptive Estimation and Structural Change in Regression and Time Series Modelse the coefficient estimates. It is shown how these parameters can be estimated from historic observations. These parameters determine how adaptive the resulting coefficient estimates are to changes in the coefficients.
nullify
发表于 2025-3-30 03:28:06
http://reply.papertrans.cn/88/8764/876321/876321_49.png
拱形大桥
发表于 2025-3-30 04:32:19
What Can Statistics Contribute to the Analysis of Economic Structural Change?c models. In addition, it is noted that major changes in the sample correlations between variables, rather than being a nuisance for econometric model builders, is in fact an important stimulus to model evaluation and improvement.