Comments on “estimating systems of trending variables” by soren johansen

investigation of effective parameters on the rigidity of light composite diaphragms (psscb) by fem

در این رساله با معرفی سقف های psscb متشکل از ترکیب ورق های فولادی ذوزنقه ای و تخته های سیمانی الیافی به عنوان سقف های پیش ساخته (سازگار با سیستم سازه ای قاب های فولادی سبک) به بررسی پارامترهای موثر بر صلبیت سقف، پرداخته می شود. در تحقیق حاضر ابتدا به مدل سازی دو نمونه سقف آزمایش شده، به روش اجزاء محدود با استفاده از نرم افزار تحلیلی abaqus ver 6.10 پرداخته شده است. نمونه های ساخته شده تحت اعما...

Comments on GMM with Latent Variables

We consider classical and Bayesian estimation procedures implemented by means of a set of conditional moment conditions that depend on latent variables. The latent variables evolve according to a Markovian transition density. Two main classes of applications are: 1) GMM estimation with time-varying parameters; and 2) estimation of nonlinear Dynamic Stochastic General Equilibrium (DSGE) models. ...

Comments on Multimodal Systems

Estimating the function of copper consumption in Iran between 1991- 2011 using Johansen model

This study aims to estimate the function of copper consumption using the Johansen approach in time series data, between 1991-2011 in Iran. The literature review of specialized consumption and demand functions shows factors influencing the consumption of copper including copper price variables, aluminum price as a substitute commodity, oil price as a complementary commodity, and industrializatio...

Estimating Trending Topics on Twitter with Small Subsets of the Total Data

Since its founding in 2006, Twitter has grown into a corporation dominating a significant proportion of social media today. In recent years, it has become interesting to analyze tweets to determine interesting phenomena ranging from the viral spread of news to the detection of earthquakes [Burks2014]. The volume of existing tweets is prohibitively large for standard methods of analysis, and req...