Search Results - subject:"decomposition."

A branch and bound algorithm for computing the best subset regression models

Gatu, Cristian; Kontoghiorghes, Erricos - Society for Computational Economics - SCE - 2002

Persistent link: https://www.econbiz.de/10005345379

The FEXP estimator for potentially non-stationary linear time series

Hurvich, Clifford M.; Moulines, Eric; Soulier, Philippe - In: Stochastic Processes and their Applications 97 (2002) 2, pp. 307-340

We consider semiparametric fractional exponential (FEXP) estimators of the memory parameter d for a potentially non-stationary linear long-memory time series with additive polynomial trend. We use differencing to annihilate the polynomial trend, followed by tapering to handle the potential...

Persistent link: https://www.econbiz.de/10008873788

Decomposing Male Inequality Change in East Germany During Transition

Gang, Ira N.; Yun, Myeong-Su - Institute for the Study of Labor (IZA) - 2002

This paper studies the cause of the changes in male wage inequality in East Germany during its transition from a socialist to a market-oriented economic system. We are interested in how much of the change in the dispersion of wages can be explained by the changes in the characteristics of...

Persistent link: https://www.econbiz.de/10005566741

Ein alternativer Indikator der deutschen Geldpolitik. Untersuchung im Rahmen eines strukturellen VAR-Modells / An Improved Indicator of German Monetary Policy A Structural VAR Analysis

Jennes, Barbara - In: Jahrbücher für Nationalökonomie und Statistik 221 (2001) 4, pp. 371-393

variance decomposition indicates that demandside shocks really are an important source of day-to-day interbank rate innovations …

Persistent link: https://www.econbiz.de/10014608842

A Structural Decomposition of Energy Consumption Based on a Hybrid Rectangular Input-Output Framework: Japan's Case

Kagawa, Shigemi; Inamura, Hajime - In: Economic Systems Research 13 (2001) 4, pp. 339-363

This paper proposes an I-O SDA model, based on a commodity technology assumption, to identify the sources of changes in the energy demand structure, the non-energy input structure, the non-energy product-mix and the non-energy final demand of embodied energy requirements. The model contains two...

Persistent link: https://www.econbiz.de/10005484912

A Structural Decomposition Analysis of Pollution in the Netherlands

Haan, Mark De - In: Economic Systems Research 13 (2001) 2, pp. 181-196

This paper reviews the results of a structural decomposition analysis in which the annual changes in a number of air …' decomposition forms will substantially reduce the variation in the estimates. These mirror image couples are approximately just as … reliable as the full average of all decomposition forms. Besides reliable results, the full average also foresees the mutual …

Persistent link: https://www.econbiz.de/10005484976

Accounting for the decline in Spanish household expenditures inequality during the 1980s

Rio, Coral del; Ruiz-Castillo, Javier - In: Spanish Economic Review 3 (2001) 3, pp. 151-175

In this paper we apply decomposition methods to analyze some of the factors accounting for the decrease in household … household size. Then we propose an inequality decomposition method which minimizes equivalence scales' potential contamination …

Persistent link: https://www.econbiz.de/10005371305

Determinants of the euro real effective exchange rate: a BEER/PEER approach

Maeso-Fernandez, Francisco; Osbat, Chiara; Schnatz, Bernd - EconWPA - 2001

This paper presents an empirical analysis of the medium-term determinants of the euro effective exchange rate. The empirical analysis builds on synthetic quarterly data from 1975 to 1998, and derives a Behavioural Equilibrium Exchange Rate (BEER) and a Permanent Equilibrium Exchange Rate (PEER)....

Persistent link: https://www.econbiz.de/10005408176

Algorithms for aggregated limiting average Markov decision problems

Abbad, Mohammed; Daoui, Cherki - In: Computational Statistics 53 (2001) 3, pp. 451-463

optimality criterion. The decomposition theory, in Ross and Varadarajan [11], leads to a natural partition of the state space … optimal pure strategy can be obtained from an optimal strategy for some smaller aggregated MDP. This decomposition gives an …

Persistent link: https://www.econbiz.de/10010847980

A study of nonlinear dispersive equations with solitary-wave solutions having compact support

Wazwaz, A.M. - In: Mathematics and Computers in Simulation (MATCOM) 56 (2001) 3, pp. 269-276

With the use of Adomian decomposition method, the prototypical, genuinely nonlinear K(m,n) equation, ut+(um)x+(un)xxx=0 …

Persistent link: https://www.econbiz.de/10011050745