作者: STAT 時間: 2025-3-21 22:58
The Markov-Switching Vector Autoregressive Model,e fundamental assumptions constituting this class of models. The discussion of the two components of MS-VAR processes will clarify their on time invariant vector auto-regressive and Markov-chain models. Some basic stochastic properties of MS-VAR processes are presented in .. Finally, MS-VAR models a作者: 開頭 時間: 2025-3-22 03:45 作者: 不法行為 時間: 2025-3-22 05:09 作者: 條街道往前推 時間: 2025-3-22 10:11
The BLHK Filter,ilities. In the MS-VAR model the state vector .. is given a structural interpretation. Thus an inference on this unobserved variable is of interest for its own sake. However, the filtered and smoothed state probabilities provide not only information about the regime at time ., but also open the way 作者: 無法取消 時間: 2025-3-22 14:53
Maximum Likelihood Estimation,he maximum likelihood estimation of the parameters . of an MS-VAR model is considered. The aim of this chapter is (i.) to provide the reader with an introduction to the methodological issues of ML estimation of MS-VAR models in general, (ii.) to propose with the EM algorithm an estimation technique 作者: 畏縮 時間: 2025-3-22 19:27
Model Selection and Model Checking,olved questions arising in empirical investigations with MS-VAR models concern the issue of model specification. In . we discussed the asymptotic distribution of the maximum likelihood estimator of MS-VAR models. In the literature (cf. .. [1993]) it has been . that standard asymptotic theory holds:.作者: Forage飼料 時間: 2025-3-22 23:07 作者: 頌揚國家 時間: 2025-3-23 03:11
Comparative Analysis of Parameter Estimation in Particular MS-VAR Models,and its conceptional differences to the EM algorithm have been discussed. In this chapter, we will focus on the technical aspects of estimation of the VAR coefficients under the various types of restrictions..作者: Enteropathic 時間: 2025-3-23 06:52
Extensions of the Basic MS-VAR Model, system is autonomous, .. no exogenous variables enter into the system, (ii.) the regime-dependent parameters depend only on the actual regime but not on the former history, and (iii.) the hidden Markov chain is homogeneous, .. the transition probabilities are time-invariant. As we have seen in the 作者: ALLEY 時間: 2025-3-23 13:04
Markov-Switching Models of the German Business Cycle,ested in the chronology of contraction and expansion epochs (cf. .. [1994]). This view is expressed in the primary descriptive definition of the ‘business cycle’ proposed by . [1946, p. 3] which is however compatible with most business cycle theories (cf. . [1995]):作者: 興奮過度 時間: 2025-3-23 16:38 作者: 者變 時間: 2025-3-23 21:53
Cointegration Analysis of VAR Models with Markovian Shifts in Regime,erence with the foregoing analysis, as well as the previous literature, is the application of the MS-VAR model and the associated statistical procedures to . time series. Whereas the relevance of shifts in regimes of cointegrated time series has recently found a growing audience, the current state-o作者: nugatory 時間: 2025-3-23 23:42
Epilogue,lated to the MS-VAR model but which have not been discussed in this presentation. If this study may have intended to develop an operational econometric approach for the statistical analysis of economic time series with MS-VAR models, then we can conclude that some progress has been made. Concerning 作者: Salivary-Gland 時間: 2025-3-24 05:28
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 16 Geological change — the answers within, and without. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18 Man on the Moon. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .作者: 危險 時間: 2025-3-24 10:14 作者: 飲料 時間: 2025-3-24 12:15 作者: crutch 時間: 2025-3-24 18:36 作者: dissolution 時間: 2025-3-24 21:25
Hans-Martin Krolzig To the contrary, determinations of these elements in meteorites yielded a Li/B ratio of about 5 [1]. Exposure to high neutron fluxes has been proposed to change the elemental and isotopic ratios of Li and B via the reaction .B(n, .).Li [2]. Recent measurements of the spallation cross-sections of Li作者: Synthesize 時間: 2025-3-25 00:28
Hans-Martin Krolzigctober 18-20, 1965, under the chairmanship of Professor J. Orce!‘ In addition to the Chairman the fol- lowing were present: Dr. G. Harbottle, Dr. M. H. Hey, Dr. B. H. Mason, Dr. P. M. Millman, Professor K. I. Sztr6kay. Dr. E. M. Fournier d‘Albe represented the UNESCO Secretariat. Recommendation No.4作者: 滔滔不絕的人 時間: 2025-3-25 04:25 作者: FOLLY 時間: 2025-3-25 10:58
Hans-Martin Krolzigcertain regularities which indicated that chemical fractionation processes have not completely obscured the primeval abundance ratios of the elements. The regularities can be expressed as rules. They are manifested to a different degree in the different types of meteorites and they give some indicat作者: 多節(jié) 時間: 2025-3-25 13:00
Hans-Martin Krolzigсоставе..Для этой цели был применен метод химического анализа с магнитным разделением пробы на фракции, учитывающий степень взаимного загрязнения фракций [6]. До последнего времени применение этого метода ограничивалось анализом метеоритов с низкой степенью загрязнения силикатной фракции никелистым 作者: AUGUR 時間: 2025-3-25 16:27 作者: 光滑 時間: 2025-3-25 22:00 作者: FUME 時間: 2025-3-26 03:41 作者: Intercept 時間: 2025-3-26 05:40 作者: IRATE 時間: 2025-3-26 08:46
Hans-Martin Krolzigh waves are of no importance concerning weather prediction. On the other hand, when considering the approximate, simplified set of equations (primitive equations, Boussinesq equations or quasi-geostrophic model equation), one is allowed to specify a set of initial conditions . in number than for the作者: corporate 時間: 2025-3-26 14:31 作者: ALIBI 時間: 2025-3-26 16:46 作者: collagen 時間: 2025-3-27 00:01 作者: 呼吸 時間: 2025-3-27 02:24
https://doi.org/10.1007/978-3-642-51684-9business cycle; calculus; econometrics; emperical business cycle; forecasting; integration; modeling; regre作者: CODA 時間: 2025-3-27 06:18
978-3-540-63073-9Springer-Verlag Berlin Heidelberg 1997作者: defile 時間: 2025-3-27 09:59 作者: cumulative 時間: 2025-3-27 13:44
In the last decade time series econometrics has changed dramatically. One increasingly prominent fion-linear mod- elling strategies. While the importance ofregime shifts, particularly in macroeconometric systems, seems to be generally accepted, there is no established theory suggesting a unique approach for specifying econometric models that embed changes in regime.作者: 鄙視 時間: 2025-3-27 20:51
The State-Space Representation, employ the . which has been proven useful for the study of time series with unobservable states. In order to motivate the introduction of state-space representations for MS(.)-VAR(.) models it might be helpful to sketch its use for the three main tasks of statistical inference:作者: CRAMP 時間: 2025-3-27 22:15
Multi-Move Gibbs Sampling, approximate non-linear processes as piecewise linear by restricting the processes to be linear in each regime. Since the distribution of the observed variable .. is assumed normal conditional on the unobserved regime vector ξ., the MS-VAR model is well suited for Gibbs sampling techniques.作者: chapel 時間: 2025-3-28 05:49 作者: 施加 時間: 2025-3-28 07:16
Markov-Switching Models of the German Business Cycle,ested in the chronology of contraction and expansion epochs (cf. .. [1994]). This view is expressed in the primary descriptive definition of the ‘business cycle’ proposed by . [1946, p. 3] which is however compatible with most business cycle theories (cf. . [1995]):作者: 偉大 時間: 2025-3-28 13:38
Book 1997 sists mainly of unpublished material which has been presented during the last years at conferences and in seminars. The major parts of this study were written while I was supported by the Deutsche Forschungsgemeinschajt (DFG), Berliner Graduier- tenkolleg Angewandte Mikro?konomik and Sondeiforschun作者: 異端邪說2 時間: 2025-3-28 18:12
. . . . . . . . . . . . . . . . . 32 Time to cool — birth of the Kaapvaal continent. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 35 Old crust in the Vredefort Dome. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 作者: photophobia 時間: 2025-3-28 21:50 作者: 不知疲倦 時間: 2025-3-29 00:50
Hans-Martin Krolzig . . . . . . . . . . . . . . . . . 32 Time to cool — birth of the Kaapvaal continent. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 35 Old crust in the Vredefort Dome. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 作者: 緩解 時間: 2025-3-29 04:15
Hans-Martin Krolzig a highly sensitive fluorometric method has been developed to determine the boron content in iron and stone meteorites. The detection limit lies at the ppb-level. For the lithium determination we use a thermal-neutron activation technique..In Canon Diablo and in Toluca iron we found 0.02 and 0.03 pp作者: Muscularis 時間: 2025-3-29 08:26 作者: collateral 時間: 2025-3-29 15:22 作者: 厭倦嗎你 時間: 2025-3-29 17:40
Hans-Martin Krolzighen differences in volatility could also be considered the main type of cause of this fractionation. The enrichment of Fe, however, would have to have occurred at a much earlier stage than the fractionation indicated by the composition of ordinary chondrites as compared to Type I carbonaceous chondr作者: 拋物線 時間: 2025-3-29 21:51 作者: ANT 時間: 2025-3-30 03:48 作者: 繁重 時間: 2025-3-30 05:29
Hans-Martin Krolzigeorite. The variations have been examined very carefully and no instrumental effect has been found which could explain these anomalies. If a neutron irradiation were to be retained as a possible explanation, the flux required would be compatible with the limit set by the Boron results mentioned abov作者: entreat 時間: 2025-3-30 12:16
Hans-Martin Krolzigved for the elements Li (. and ., 1970), Mg (. et al., 1970), and Ba (. et al., 1969). Elements having identical isotopic compositions in meteoritic and terrestrial samples include Cr (. and ., 1965), Ga (., 1972), Mo (., 1964) and Sn (. and ., 1967).作者: expansive 時間: 2025-3-30 15:15 作者: artless 時間: 2025-3-30 17:48
Hans-Martin Krolzigs concerned. Such a process is called one of ADJUSTMENT of the initial set of data to the asymptotic structure of the model under consideration. The process of adjustment, which occurs in many fields of Fluid Mechanics besides Meteorology, is short on the time scale of the asymptotic model considere作者: 微塵 時間: 2025-3-30 21:06
s concerned. Such a process is called one of ADJUSTMENT of the initial set of data to the asymptotic structure of the model under consideration. The process of adjustment, which occurs in many fields of Fluid Mechanics besides Meteorology, is short on the time scale of the asymptotic model considere作者: 虛情假意 時間: 2025-3-31 03:20 作者: 美學(xué) 時間: 2025-3-31 06:12 作者: Parallel 時間: 2025-3-31 12:02 作者: Explicate 時間: 2025-3-31 13:54
0075-8442 witching models have become popular for modelling non-linearities and regime shifts, mainly, in univariate eco- nomic time series. This study is intended to provide a systematic and operational ap- proach to the econometric modelling of dynamic systems subject to shifts in regime, based on the Marko作者: 沒收 時間: 2025-3-31 17:58
