A One-Factor Multivariate Time Series Model of Metropolitan Wage Rates
نویسندگان
چکیده
منابع مشابه
A One-Factor Multivariate Time Series Model of Metropolitan Wage Rates
The paper formulates and estimates a single-factor multivariate time series model. The model is a dynamic generalization of the multiple indicator (or factor analysis) model. It is shown to be a special case of the general state space model and can be estimated by maximum likelihood methods using the Kalman filter algorithm. The model is used to obtain estimates of the unobserved metropolitan w...
متن کاملMultivariate time series projections of parameterized age-specific fertility rates.
1 solution to the dimensionality problem raised by projection of individual age-specific fertility rates is the use of parametric curves to approximate the annual age-specific rates and a multivariate time series model to forecast the curve parameters. Such a method reduces the number of time series to be modeled for women 14-45 years of age from 32 to 40 (the number of curve parameters). In a...
متن کاملA Dynamic Factor Model for the Analysis of Multivariate Time Series
As a method to ascertain the structure of intra-individual variation, P-technique has met difficulties in the handling of a lagged covariance structure. A new statistical technique, coined dynamic factor analysis, is proposed, which accounts for the entire lagged covariance function of an arbitrary second order stationary time series. Moreover, dynamic factor analysis is shown to be applicable ...
متن کاملa time-series analysis of the demand for life insurance in iran
با توجه به تجزیه و تحلیل داده ها ما دریافتیم که سطح درامد و تعداد نمایندگیها باتقاضای بیمه عمر رابطه مستقیم دارند و نرخ بهره و بار تکفل با تقاضای بیمه عمر رابطه عکس دارند
DECADE: A Deep Metric Learning Model for Multivariate Time Series
Determining similarities (or distance) between multivariate time series sequences is a fundamental problem in time series analysis. The complex temporal dependencies and variable lengths of time series make it an extremely challenging task. Most existing work either rely on heuristics which lacks flexibility and theoretical justifications, or build complex algorithms that are not scalable to bi...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Journal of the American Statistical Association
سال: 1981
ISSN: 0162-1459
DOI: 10.2307/2287567