Testing for State Dependence with Time-Variant Transition Probabilities

Testing for State Dependence with Time-variant Transition Probabilities

We derive a simple result that allows us to test for the presence of state dependence in a dynamic Logit model with time-variant transition probabilities and an arbitrary distribution of the unobserved heterogeneity. Monte Carlo evidence suggests that this test has desirable properties even when there are some violations of the model’s assumptions. We also consider alternative tests that will h...

State-to-state transition probabilities for time-dependent Hamiltonians using complex absorbing potentials

Abstract. Earlier work has derived a new expression for the time-independent scattering probability for time-dependent Hamiltonians for cases where the motion is free at infinitely large times. Here we introduce a new technique which provides an efficient numerical algorithm for the calculation of multiphoton event probabilities based on using complex absorbing potentials along the scattering c...

A Triple State Time Variant Cost Function Unit Commitment with Significant Vehicle to Grid Penetration

Hastening the power industry toward smart operation juxtaposed with the unrivaled restructuring and privatization agendas, some of the ubiquitous smart grid advantages are glanced more and more. Recently, the vehicle to grid (V2G) technology, as one of these beneficial aspects, has found a worldwide attention due to its important advantages. The V2G technology can raise the system operation eff...

Transition Probabilities for Continual

Testing for time dependence in parameters

This paper proposes a new test based on a Fourier series expansion to approximate the unknown functional form of a nonlinear time-series model. The test speci...cally allows for structural breaks, seasonal parameters and time-varying parameters. The test is shown to have very good size and power properties. However, it is not especially good in detecting nonlinearity in variables. As such, the ...