Search Results - subject:"parameter estimation"

Seeing Inside the Black Box: Using Diffusion Index Methodology to Construct Factor Proxies in Large Scale Macroeconomic Time Series Environments

Armah, Nii Ayi; Swanson, Norman - In: Econometric Reviews 29 (2010) 5-6, pp. 476-510

In economics, common factors are often assumed to underlie the co-movements of a set of macroeconomic variables. For this reason, many authors have used estimated factors in the construction of prediction models. In this article, we begin by surveying the extant literature on diffusion indexes....

Persistent link: https://www.econbiz.de/10008691630

Automatic calibration tool for river models based on the MHYSER software

McKibbon, Justin; Mahdi, Tew-Fik - In: Natural Hazards 54 (2010) 3, pp. 879-899

Due to their complex nature, river models require extensive calibration in order to achieve reliable model predictions. Manually fitting the numerous parameters included in this procedure can be a laborious and repetitive process. This paper presents a new instrument, developed specifically for...

Persistent link: https://www.econbiz.de/10010758763

Bootstrap Specification Tests with Dependent Observations and Parameter Estimation Error

Corradi, Valentina; Swanson, Norman R. - Business School, University of Exeter - 2001

that accounts for data dependence and parameter estimation error. The proposed bootstrap procedure additionally leads to …) stationary bootstrap. First we provide an empirical process version of this bootstrap, and second, we account for parameter … estimation error. One important feature of this new bootstrap is that one need not specify the conditional distribution given the …

Persistent link: https://www.econbiz.de/10008852284

Systems cost engineering : program affordability management and cost control

Shermon, Dale - 2009

Persistent link: https://www.econbiz.de/10004940805

Parameter estimation and sensitivity analysis of fat deposition models in beef steers using acslXtreme

McPhee, Malcolm; Oltjen, Jim; Fadel, James; Mayer, David; … - In: Mathematics and Computers in Simulation (MATCOM) 79 (2009) 9, pp. 2701-2712

partitioned into 4 fat depots (intermuscular, intramuscular, subcutaneous, and visceral). This paper reports on the parameter … estimation and sensitivity analysis of the DNA (deoxyribonucleic acid) logistic growth equations and the fat deposition first …

Persistent link: https://www.econbiz.de/10010870127

Estimation of Clark’s Instantaneous Unit Hydrograph Parameters and Development of Direct Surface Runoff Hydrograph

Ahmad, Muhammad; Ghumman, Abdul; Ahmad, Sajjad - In: Water Resources Management 23 (2009) 12, pp. 2417-2435

We present a method to estimate Time of Concentration (T <Subscript>c</Subscript>) and Storage Coefficient (R) to develop Clark’s Instantaneous Unit Hydrograph (CIUH). T <Subscript>c</Subscript> is estimated from Time Area Diagram of the catchment and R is determined using optimization approach based on Downhill Simplex technique (code...</subscript></subscript>

Persistent link: https://www.econbiz.de/10010997902

Recovering a Probabilistic Knowledge Structure by Constraining its Parameter Space

Stefanutti, Luca; Robusto, Egidio - In: Psychometrika 74 (2009) 1, pp. 83-96

Persistent link: https://www.econbiz.de/10005603217

An online estimation scheme for a Hull–White model with HMM-driven parameters

Erlwein, Christina; Mamon, Rogemar - In: Statistical Methods and Applications 18 (2009) 1, pp. 87-107

Persistent link: https://www.econbiz.de/10005147130

The Effects of Monetary and Fiscal Policy on Aggregate Demand in a Small Open Economy; An Application of the Structural Error Correction Model

Konuki, Tetsuya - International Monetary Fund (IMF) - 2000

This paper empirically analyzes the short-run effects of monetary and fiscal policy on aggregate demand, using the two-step structural error correction method. This method has an advantage over the standard reduced-form error correction method in providing a meaningful interpretation for impulse...

Persistent link: https://www.econbiz.de/10005605392

Parameter estimation using a direct solution of the integrated Michaelis-Menten equation

Goudar, Chetan T.; Sonnad, Jagadeesh R.; Duggleby, Ronald G. - 1999

obtained using the ω function which simplified kinetic parameter estimation as root-solving and numerical integration of the … function for kinetic parameter estimation. In all cases, the kinetic parameters obtained using the ω function were almost … approach make it an attractive alternative for parameter estimation in enzyme kinetics. …

Persistent link: https://www.econbiz.de/10009448214