نتایج جستجو برای: dynamic factor models

تعداد نتایج: 2034586  

Journal: Money and Economy 2016

This article is concerned with identification problem of parameters of Dynamic Stochastic General Equilibrium Models with emphasis on structural constraints, so that the number of observable variables is equal to the number of exogenous variables. We derived a set of identifiability conditions and suggested a procedure for a thorough analysis of identification at each point in the parameters sp...

Journal: :international journal of iron and steel society of iran 0
m. rakhshkhorshid department of mechanical and materials engineering, birjand university of technology, south khorasan, iran h. rastegari department of mechanical and materials engineering, birjand university of technology, south khorasan, iran

many efforts have been made to model the the hot deformation (dynamic recrystallization) flow curves of different materials. phenomenological constitutive models, physical-based constitutive models and artificial neural network (ann) models are the main methods used for this purpose. however, there is no report on the modeling of warm deformation (dynamic spheroidization) flow curves of any kin...

Journal: :Bayesian Analysis 2008

Journal: :iranian journal of nuclear medicine 2012
peter knoll gabriela krotla brigitte bastati karl koriska siroos mirzaei

introduction: in this study the automatic separation of oral and salivary gland activity and spontaneous secretion by means of factor analysis for quantitative salivary gland scintigraphy is introduced. methods: after intravenous administration of 99mtc sodium pertechnetate, dynamic scintigraphy was performed. 20 minutes after tracer application 2 ml of lemon juice was delivered to stimulate t...

A.R Nezamabadi K Rajabi, Sh Hosseini Hashemi

The forced vibration behaviors are examined for nonlocal strain gradient nanobeams with surface effects subjected to a moving harmonic load travelling with a constant velocity in terms of three beam models namely, the Euler-Bernoulli, Timoshenko and modified Timoshenko beam models. The modification for nonlocal strain gradient Timoshenko nanobeams is exerted to the constitutive equations by exc...

2015
Mario Forni Marc Hallin Marco Lippi Paolo Zaffaroni

Factor model methods recently have become extremely popular in the theory and practice of large panels of time series data. Those methods rely on various factor models which all are particular cases of the Generalized Dynamic Factor Model (GDFM) introduced in Forniet al. (2000). That paper, however, rests on Brillinger’s dynamic principal components. The corresponding estimators are two-sided f...

B. Daneshian S. Kordrostami, S. Seyedboveir

The correlated models are introduced in this article regarding revenue efficiency and profit efficiency in dynamic network production systems. The proposed models are not only applicable in measuring efficiency of divisional, periodical and overall efficiencies, but recognizing the exact sources of inefficiency with respect to revenue and profit efficiencies. Two numerical examples, consisting ...

Journal: :Journal of Statistical Software 2021

The dynamichazard package implements state space models that can provide a computationally efficient way to model time-varying parameters in survival analysis. I cover the and some of estimation methods implemented dynamichazard, apply them large data set, perform simulation study illustrate methods' computation time performance. One is compared with other R which allow for left-truncation, rig...

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