Identification and Estimation of Structural VAR and MARMA Models PDF Download
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Author: Phoebus J. Dhrymes
Publisher:
ISBN:
Category : Autoregression (Statistics)
Languages : en
Pages : 29
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Book Description
Author: Phoebus J. Dhrymes
Publisher:
ISBN:
Category : Autoregression (Statistics)
Languages : en
Pages : 29
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Book Description
Author: Francesco Cordoni
Publisher:
ISBN:
Category :
Languages : en
Pages : 0
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Book Description
We propose a statistical identification procedure for structural vector autoregressive (VAR) models that present a nonlinear dependence (at least) at the contemporaneous level. By applying and adapting results from the literature on causal discovery with continuous additive noise models to structural VAR analysis, we show that a large class of structural VAR models is identifiable. We spell out these specific conditions and propose a scheme for the estimation of structural impulse response functions in a nonlinear setting. We assess the performance of this scheme in a simulation experiment. Finally, we apply it in a study on the effects of monetary policy on the economy.
Author: R. K. Mehra
Publisher:
ISBN:
Category :
Languages : en
Pages : 32
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Book Description
Author: Julian Graham Morris
Publisher:
ISBN: 9780642908780
Category : Estimation theory
Languages : en
Pages : 54
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Author:
Publisher:
ISBN:
Category :
Languages : en
Pages :
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Book Description
Author: Chris Chatfield
Publisher: CRC Press
ISBN: 1420036203
Category : Business & Economics
Languages : en
Pages : 281
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Book Description
From the author of the bestselling "Analysis of Time Series," Time-Series Forecasting offers a comprehensive, up-to-date review of forecasting methods. It provides a summary of time-series modelling procedures, followed by a brief catalogue of many different time-series forecasting methods, ranging from ad-hoc methods through ARIMA and state-space
Author: T. Subba Rao
Publisher: CRC Press
ISBN: 9780412492600
Category : Mathematics
Languages : en
Pages : 466
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Book Description
This volume contains 27 papers, written by time series analysts, dealing with statistical theory, methodology and applications. The emphasis is on the recent developments in the analysis of linear, onlinear (non-Gaussian), stationary and nonstationary time series. The topics include cointegration, estimation and asymptotic theory, Kalman filtering, nonparametric statistical inference, long memory models, nonlinear models, spectral analysis of stationary and nonstationary processes. Quite a number of papers are devoted to modelling and analysis of real time series, and the econometricians, mathematical statisticians, communications engineers and scientists who use time series techniques and Fourier analysis should find the papers in this volume useful.
Author: Lakshmi C. Mishra
Publisher: CRC Press
ISBN: 9780849313660
Category : Medical
Languages : en
Pages : 502
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Book Description
Arguably the oldest form of health care, Ayurveda is often referred to as the "Mother of All Healing." Although there has been considerable scientific research done in this area during the last 50 years, the results of that research have not been adequately disseminated. Meeting the need for an authoritative, evidence-based reference, Scientific Basis for Ayurvedic Therapies is the first book to analyze and synthesize current research supporting Ayurvedic medicine. This book reviews the latest scientific information, evaluates the research data, and presents it in an easy to use format. The editor has carefully selected topics based on the availability of scientific studies and the prevalence of a disease. With contributions from experts in their respective fields, topics include Ayurvedic disease management, panchkarma, Ayurvedic bhasmas, the current status of Ayurveda in India, clinical research design, and evaluation of typical clinical trials of certain diseases, to name just a few. While there are many books devoted to Ayurveda, very few have any in-depth basis in scientific studies. This book provides a critical evaluation of literature, clinical trials, and biochemical and pharmacological studies on major Ayurvedic therapies that demonstrates how they are supported by scientific data. Providing a natural bridge from Ayurveda to Western medicine, Scientific Basis for Ayurvedic Therapies facilitates the integration of these therapies by health care providers.
Author: P.G. DeCelles
Publisher: Geological Society of America
ISBN: 081372547X
Category : Science
Languages : en
Pages : 77
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Book Description
"Spanning eight kilometers of topographic relief, the Himalayan fold-thrust belt in Nepal has accommodated more than 700 km of Cenozoic convergence between the Indian subcontinent and Asia. Rapid tectonic shortening and erosion in a monsoonal climate have exhumed greenschist to upper amphibolite facies rocks along with unmetamorphosed rocks, including a 5-6-km-thick Cenozoic foreland basin sequence. This Special Paper presents new geochronology, multisystem thermochronology, structural geology, and geological mapping of an approximately 37,000 km2 region in midwestern and western Nepal. This work informs enduring Himalayan debates, including how and where to map the Main Central thrust, the geometry of the seismically active basal Himalayan detachment, processes of tectonic shortening in the context of postcollisional India-Asia convergence, and long-term geodynamics of the orogenic wedge"--Publisher's website
Author: Frederick T. Short
Publisher: Univ of California Press
ISBN: 9780520240476
Category : Nature
Languages : en
Pages : 336
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Book Description
Seagrasses are a vital and widespread but often overlooked coastal marine habitat. This volume provides a global survey of their distribution and conservation status.
