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deriving expressions for the n th moment. Estimation and simulation issues are also considered. Finally, a detailed application …
Persistent link: https://www.econbiz.de/10010749904
class in the family. The parameter estimation is discussed using the Whittle procedure. Some numerical results are presented …
Persistent link: https://www.econbiz.de/10010750063
stationarities on the estimation of the sample autocorrelation function and give several examples of models for which spurious …
Persistent link: https://www.econbiz.de/10010750670
correlations available in the literature and used for the estimation of hourly data. …
Persistent link: https://www.econbiz.de/10010806498
Calculating global solar irradiation from global horizontal irradiation only is a difficult task, especially when the time step is small and the data are not averaged. We used an Artificial Neural Network (ANN) to realize this conversion. The ANN is optimized and tested on the basis of five...
Persistent link: https://www.econbiz.de/10010807557
This paper develops and implements a GMM estimator for latent class models suitable for count data. The estimator uses conditional moment restrictions derived from standard count models. Both the efficient and consistent variants are considered. The implementation of optimal GMM based on...
Persistent link: https://www.econbiz.de/10010817540
simulate estimation of the key parameters of the growth equation. Even with predictability high by typical standards and the …
Persistent link: https://www.econbiz.de/10010817551
the deposits. For the estimation of the DEA model we used the data taken from the financial reports of 11 most important …
Persistent link: https://www.econbiz.de/10010819553
The appraisal profession and the appraisal process look different than a decade ago. Many changes have come in reaction to problems in property markets others as a result of the development of the knowledge of the real estate appraisal discipline. The real estate crisis creates a debate...
Persistent link: https://www.econbiz.de/10010819586
stochastic properties of income flows, estimation is based on observed incomes accruing during time intervals of possibly varying …
Persistent link: https://www.econbiz.de/10010820092