Switching vector theory
Author | : Jorma Kyyrä |
Publisher | : |
Total Pages | : 168 |
Release | : 1995 |
Genre | : |
ISBN | : 9789516664555 |
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Author | : Jorma Kyyrä |
Publisher | : |
Total Pages | : 168 |
Release | : 1995 |
Genre | : |
ISBN | : 9789516664555 |
Author | : Jorma Kyyrä |
Publisher | : |
Total Pages | : 164 |
Release | : 1995 |
Genre | : |
ISBN | : 9789516664555 |
Author | : Hans-Martin Krolzig |
Publisher | : Springer Science & Business Media |
Total Pages | : 369 |
Release | : 2013-06-29 |
Genre | : Business & Economics |
ISBN | : 364251684X |
This book contributes to re cent developments on the statistical analysis of multiple time series in the presence of regime shifts. Markov-switching 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 Markov-switching vector autoregressive model. The study presents a comprehensive analysis of the theoretical properties of Markov-switching vector autoregressive processes and the related statistical methods. The statistical concepts are illustrated with applications to empirical business cyde research. This monograph is a revised version of my dissertation which has been accepted by the Economics Department of the Humboldt-University of Berlin in 1996. It con sists mainly of unpublished material which has been presented during the last years at conferences and in seminars.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 Mikroökonomik and Sondeiforschungsbereich 373 at the Free University and Humboldt-University of Berlin. Work was finally completed in the project The Econometrics of Macroeconomic Forecasting founded by the Economic and Social Research Council (ESRC) at the Institute of Economies and Statistics, University of Oxford. It is a pleasure to record my thanks to these institutions for their support of my research embodied in this study.
Author | : Piotrek Hofman |
Publisher | : Springer |
Total Pages | : 319 |
Release | : 2019-07-24 |
Genre | : Computers |
ISBN | : 3030248860 |
This book constitutes the proceedings of the 23rd International Conference on Developments in Language Theory, DLT 2019, held in Warsaw, Poland, in August 2019. The 20 full papers presented together with three invited talks were carefully reviewed and selected from 30 submissions. The papers cover the following topics and areas: combinatorial and algebraic properties of words and languages; grammars, acceptors and transducers for strings, trees, graphics, arrays; algebraic theories for automata and languages; codes; efficient text algorithms; symbolic dynamics; decision problems; relationships to complexity theory and logic; picture description and analysis, polyominoes and bidimensional patterns; cryptography; concurrency; celluar automata; bio-inspired computing; quantum computing.
Author | : Juan Francisco Rubio-Ramirez |
Publisher | : |
Total Pages | : 48 |
Release | : 2014 |
Genre | : |
ISBN | : |
This paper develops a new and easily implementable necessary and sufficient condition for the exact identification of a Markov-switching structural vector autoregression (SVAR) model. The theorem applies to models with both linear and some nonlinear restrictions on the structural parameters. We also derive efficient MCMC algorithms to implement sign and long-run restrictions in Markov-switching SVARs. Using our methods, four well-known identification schemes are used to study whether monetary policy has changed in the euro area since the introduction of the European Monetary Union. We find that models restricted to only time-varying shock variances dominate the other models. We find a persistent post-1993 regime that is associated with low volatility of shocks to output, prices, and interest rates. Finally, the output effects of monetary policy shocks are small and uncertain across regimes and models. These results are robust to the four identification schemes studied in this paper.
Author | : Ray M. Bowen |
Publisher | : Springer |
Total Pages | : 224 |
Release | : 1976-05-31 |
Genre | : Mathematics |
ISBN | : |
To Volume 1 This work represents our effort to present the basic concepts of vector and tensor analysis. Volume 1 begins with a brief discussion of algebraic structures followed by a rather detailed discussion of the algebra of vectors and tensors. Volume 2 begins with a discussion of Euclidean manifolds, which leads to a development of the analytical and geometrical aspects of vector and tensor fields. We have not included a discussion of general differentiable manifolds. However, we have included a chapter on vector and tensor fields defined on hypersurfaces in a Euclidean manifold. In preparing this two-volume work, our intention was to present to engineering and science students a modern introduction to vectors and tensors. Traditional courses on applied mathematics have emphasized problem-solving techniques rather than the systematic development of concepts. As a result, it is possible for such courses to become terminal mathematics courses rather than courses which equip the student to develop his or her understanding further.
Author | : C.C. Marouchos |
Publisher | : IET |
Total Pages | : 310 |
Release | : 2006 |
Genre | : Technology & Engineering |
ISBN | : 086341351X |
"This new book demonstrates the usefulness of the switching function in analyzing power electronic circuits in the steady state. A procedure is suggested for the effective application of this method for the analysis of all types of power electronic circuits."--BOOK JACKET.
Author | : Alejandro López-Ortiz |
Publisher | : Springer |
Total Pages | : 726 |
Release | : 2010-04-22 |
Genre | : Computers |
ISBN | : 3642122000 |
This book constitutes the refereed proceedings of the 9th International Latin American Symposium on Theoretical Informatics, LATIN 2010, held in Oaxaca, Mexico; in April 2010. The 56 revised full papers presented together with the abstracts of 4 invited plenary talks were carefully reviewed and selected from 155 submissions. The papers address a variety of topics in theoretical computer science with a certain focus on algorithms, automata theory and formal languages, coding theory and data compression, algorithmic graph theory and combinatorics, complexity theory, computational algebra, computational biology, computational geometry, computational number theory, cryptography, theoretical aspects of databases and information retrieval, data structures, networks, logic in computer science, machine learning, mathematical programming, parallel and distributed computing, pattern matching, quantum computing and random structures.
Author | : Donald J. Jezewski |
Publisher | : |
Total Pages | : 52 |
Release | : 1975 |
Genre | : Calculus of variations |
ISBN | : |
Author | : Jaakko Astola |
Publisher | : Springer Science & Business Media |
Total Pages | : 352 |
Release | : 2006-03-06 |
Genre | : Technology & Engineering |
ISBN | : 0387303111 |
Fundamentals of Switching Theory and Logic Design discusses the basics of switching theory and logic design from a slightly alternative point of view and also presents links between switching theory and related areas of signal processing and system theory. Switching theory is a branch of applied mathematic providing mathematical foundations for logic design, which can be considered as a part of digital system design concerning realizations of systems whose inputs and outputs are described by logic functions.