On identification of multi-factor models with correlated residuals

نویسندگان

چکیده

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Statistical Inference in Autoregressive Models with Non-negative Residuals

Normal residual is one of the usual assumptions of autoregressive models but in practice sometimes we are faced with non-negative residuals case. In this paper we consider some autoregressive models with non-negative residuals as competing models and we have derived the maximum likelihood estimators of parameters based on the modified approach and EM algorithm for the competing models. Also,...

متن کامل

single-step synthesis of multi-component spirobarbiturates using ionic liquids and synthesis of substituted pyridine filled with catalysts supported on solid substrate

in this thesis, a better reaction conditions for the synthesis of spirobarbiturates catalyzed by task-specific ionic liquid (2-hydroxy-n-(2-hydroxyethyl)-n,n-dimethylethanaminium formate), calcium hypochlorite ca(ocl)2 or n-bromosuccinimide (nbs) in the presence of water at room temperature by ultrasonic technique is provided. the design and synthesis of spirocycles is a challenging task becaus...

15 صفحه اول

On the Identification of Multivariate Correlated Unobserved Components Models

This paper analyses identification for multivariate unobserved components models in which the innovations to trend and cycle are correlated. We address order and rank criteria as well as potential non-uniqueness of the reduced-form VARMA model. Identification is shown for lag lengths larger than one in case of a diagonal vector autoregressive cycle. We also discuss UC models with common feature...

متن کامل

A New Identification Condition for Recursive Models With Correlated Errors

To avoid devoting research resources toward a hopeless cause (and to avoid ignoring productive research avenues out of an unfounded fear of underidentification), researchers need a way to quickly evaluate a model's identification status before data are collected. Furthermore, because models are often altered in the course of research (Joreskog, 1993), researchers need a technique that helps the...

متن کامل

ذخیره 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: Biometrika

سال: 2004

ISSN: 0006-3444,1464-3510

DOI: 10.1093/biomet/91.1.141