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 Macroeconomic Modelling and Forecasting Using Non-Stationary Data. Coping with Different Types of Non-Stationarity to Produce Meaningful and Accurate Economic Results
Наименование:

Macroeconomic Modelling and Forecasting Using Non-Stationary Data. Coping with Different Types of Non-Stationarity to Produce Meaningful and Accurate Economic Results

автор J J.R. издательство Книга по Требованию Экономическая теория
Cтраниц 244        мягкая обложка       
Аннотация:Three forms of non-stationarity are assessed: explosive, structural-break, and unit root non-stationarity. While model averaging can provide competitive forecasts and parameter estimates, selection is required, and often a single selected model will perform best. Important aspects of macroeconomic modelling and forecasting in the presence of non-stationarity are examined in this book. Because averaging does not avoid the need to select, methods of selection are discussed. Secondly the use of model averaging given non-stationarity is investigated. Third, regression models in the presence of unit-root non-stationarity are estimated. First, testing for unit-root non-stationarity in the presence of explosive non-stationarity is considered. Numerical difficulties are circumvented using approximations before the finite-sample properties of the unit-root test are assessed. A cointegrated vector-autoregressive model is used to combat this and evidence for policy interactions is found. Previous empirical studies of monetary and fiscal policies have made little reference to non-stationarity.
Автор: J J.R.
Издательство: Книга по Требованию
Год:2009
Цена:
3233 руб
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Поиск: Macroeconomic Modelling and Forecasting Using Non-Stationary Data. Coping with Different Types of Non-Stationarity to Produce Meaningful and Accurate Economic Results
НОВЫЙ ГОД СИМВОЛ 2013 ГОДАУКРАШЕНИЯ
КАРНАВАЛ НА НОВЫЙ ГОД РАСПРОДАЖА
Ортомолекулярная медицина Orthomol Устрание причин заболеваний. Ортомоль это новый метод для лечения и профилактики болезней. Orthomol - ортомолекулярная медицина.
Evaluating the GPRS Radio Interface for Different Quality of Service...

I co ras o he models developed i , our approach addi io ally represe s he mobili y of users hrough arrival ra es of ew GSM a d GPRS users as well as ha dover ra es of GSM a d GPRS users from eighbori g cells. Fur hermore, we co sider users wi h differe QoS profiles modeled by a weigh ed fair queuei g scheme accordi g o . he remai der of he paper is orga ized as follows. Sec io 2 describes he basic GPRS e work archi ec ure, he radio i erface, a d differe QoS profiles, which will be co sidered i he simula or. I Sec io 3 we describe he sof ware archi ec ure of he GPRS simula or, de ails abou he mobili y of GSM a d GPRS users, he way we modeled quali y of service profiles, a d he workload model we used. Resul s of he simula io s udies are prese ed i Sec io 4. We provide curves for average carried raffic a d packe loss probabili ies for differe cha el alloca io schemes a d packe priori ies as well as curves for average hroughpu per GPRS user.3 he Simula io Model We co sider a clus er comprisi g of sever hexadiago al cells i a i egra ed GSM/GPRS e work, servi g circui -swi ched voice a d packe -swi ched da a calls. he performa ce s udies prese ed i Sec io 4 were co duc ed for he i ermos cell of he seve cell clus er.
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