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Note on Lilien and Modified Lilien index
Ansari, Muhammad Rashid; Mussida, Chiara; Pastore, Francesco - 2013
This note is a companion to the Lilien (lilien) and Modified Lilien (mlilien) commands for computing the relative indices in STATA. The note illustrates the main features of the commands with an application to the structural determinants of regional unemployment.
Persistent link: https://www.econbiz.de/10010293131
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Validating multiple structural change models : A case study
Kleiber, Christian; Zeileis, Achim - 2004
In a recent article, Bai and Perron (2003, Journal of Applied Econometrics) present a comprehensive discussion of computational aspects of multiple structural change models along with several empirical examples. Here, we report on the results of a replication study using the R statistical...
Persistent link: https://www.econbiz.de/10010296617
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The BEAR toolbox
Dieppe, Alistair; Legrand, Romain; van Roye, Björn - 2016
forecasting and policy analysis. BEAR is a MATLAB based toolbox which is easy for non-technical users to understand, augment and …
Persistent link: https://www.econbiz.de/10011605979
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SPECTRAN, a set of Matlab programs for Spectral analysis
Marczak, Martyna; Gómez, Víctor - 2012
Spectral analysis is one of the most important areas of time series econometrics. The use of spectral measures is widespread in different science fields such as economics, physics, engineering, geology. The SPECTRAN toolbox has been developed to facilitate the application of spectral concepts to...
Persistent link: https://www.econbiz.de/10010310934
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Die Vernetzung Wiens mit den Städten Europas
Zenz, David - 2020
Wir stellen ein Maß für die Beziehung zwischen zwei Städten/Regionen basierend auf Suchanfragen vor, ausgehend von Merkmalen der Suchanfragen-Zeitreihen nach Zerlegung der Zeitreihe mittels STL (Komponentenzerlegung mittels lokaler linearer Kernregression). Grundlage für das Maß sind...
Persistent link: https://www.econbiz.de/10012262796
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BayesMultiMode: Bayesian Mode Inference in R
Basturk, Nalan; Cross, Jamie; de Knijff, Peter; … - 2023
Multimodal empirical distributions arise in many fields like Astrophysics, Bioinformatics, Climatology and Economics due to the heterogeneity of the underlying populations. Mixture processes are a popular tool for accurate approximation of such distributions and implied mode detection. Using...
Persistent link: https://www.econbiz.de/10014321814
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A Matlab program and user's guide for the fractionally cointegrated VAR model
Nielsen, Morten Ørregaard; Popiel, Michał Ksawery - 2014
This manual describes the usage of the accompanying freely available Matlab program for estimation and testing in the … fractionally cointegrated vector autoregressive (FCVAR) model. This program replaces an earlier Matlab program by Nielsen and Morin … (2014), and although the present Matlab program is not compatible with the earlier one, we encourage use of the new program. …
Persistent link: https://www.econbiz.de/10011380827
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Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox
Casarin, Roberto; Grassi, Stefano; Ravazzolo, Francesco; … - 2013
This paper presents the Matlab package DeCo (Density Combination) which is based on the paper by Billio et al. (2013 … standard CPU computing and for Graphical Process Unit (GPU) parallel computing. For the GPU implementation we use the Matlab … with a speed up of the execution time up to seventy times compared to a standard CPU Matlab implementation on a multicore …
Persistent link: https://www.econbiz.de/10010326164
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The Regression Analysis through Matlab of the Electrical Parameters in a Hydropower Plant
Lesha, Virtyt - 2015
parameters such as transformer's winding and oil temperature. Through Matlab, these data are analyzed through the sixth order …
Persistent link: https://www.econbiz.de/10011920279
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The Implementation, in Matlab, of Three Digital Image Processing Algorithms to Evaluate the Change of Parameters of Two Consecutive Images
Lesha, Virtyt - 2016
algorithms in Matlab that evaluate two consecutive images. These algorithms are: Mean Opinion Score (MOS), Peak Signal to Noise … from a video with a difference of 1 ms, which will be subject of entry in these three algorithms developed in Matlab. After …
Persistent link: https://www.econbiz.de/10011920365