搜索结果: 1-5 共查到“管理学 autoregressive model”相关记录5条 . 查询时间(0.078 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...
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...
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...