Titlebook: Identification in Dynamic Shock-Error Models; Agustin Maravall,Klaus Neumann,Ulrich Steinhardt Book 1979 Springer-Verlag Berlin Heidelberg

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Autocorrelated Shock; White Noise Exogenous Variables I, variables. We shall gradually relax these assumptions and, in this chapter, we start considering how the identification results of Chapter II, are affected when the shock is allowed to be autocorrelated. We shall see that different patterns of autocorrelation may have drastically different effects

Multiple

Autocorrelated Exogenous Variables, White Noise Shock,apter this assumption is dropped, and models with autocorrelated exogenous variables are considered. In order to isolate the identification effects due to the presence of autocorrelation in the exogenous variables from the ones implied by the presence of autocorrelation in the shock, in this chapter

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Autocorrelated Shock: Autocorrelated Exogenous Variables. The General Model, of autocorrelation. The necessary and sufficient conditions for identification are derived, and the analysis is illustrated with two examples. Then we proceed to consider a general model where autocorrelation may or may not be present in the shock and in any number of exogenous variables. The analy

藕床生厌倦

Some Extensions of the General Model,he dynamic properties of a model. Thus we analysed the effects of lagged variables in the structural equation and the effects of different patterns of autocorrelation for the shock and for the exogenous variables. By using relatively simple models, the identification properties of the dynamic featur

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ck and Mason, 1986; Waldor et al., 1985), and DCs from the CNS uniquely activate naïve myelin-specific T cells by acquiring and processing endogenous myelin peptides (Bailey et al., 2007). The initiating events in MS are unknown, but studies in the EAE and TMEV-IDD animal models indicate that CNS da

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Agustin Maravall,Klaus Neumann,Ulrich Steinhardtate the changes that are observed. Reactive microglia with swollen bodies and shortened, thickened processes are histologically identified in close association with the fibrillar or congophilic plaques in the AD brain (Itagaki et al., 1989; Miyazono et al., 1991). Although the percentage of microgli

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Agustin Maravall,Klaus Neumann,Ulrich Steinhardtstem (CNS). Thus, a balance between generating a toxic environment for pathogens while providing reparative functions to the tissues must be maintained, and thus requires monitoring systems and appropriate modulation of immune response mediators. This is certainly the case for the generally proinfla

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