In this paper we present a new model specification test for ARMAX models. The null hypothesis that the ARMAX model represents the conditional expectation of the dependent variable given the entire past of the economie time series process under review is tested against the alternative hypothesis that the null is false. The test involved is a consistent Standard nortnal test, as under the null hy...

The identification of respiratory impedance based on mathematical models and the consequent assessment of respiratory work propose an aid to adequately setting ventilatory support. We compared the respiratory models RC, RIC, eRC, eRIC, aRC and aRIC using parametric identification by ARX, ARMAX and OE and data from simulations, volunteers and patients. The comparison bases on the quality of the ...

In this paper we derive the maximum likelihood problem for missing data from a Gaussian model. We present in total eight different equivalent formulations of the resulting optimization problem, four out of which are nonlinear least squares formulations. Among these formulations are also formulations based on the expectation-maximization algorithm. Expressions for the derivatives needed in order...

One of the basic goals of tourism demand modelling is to estimate income and/or price elasticities, which can then be used in developing better informed public and private policies. The focus of econometric studies is to determine the extent to which the data support a particular theory. In reviews of empirical studies on international tourism demand and its determinants, Lim (1999, 2006) argue...