Search Results - subject:"transfer function model"

Nonparametric estimation in a nonlinear cointegration type model

Karlsen, Hans Arnfinn; Myklebust, Terje; Tjøstheim, Dag - Sonderforschungsbereich 373, Quantifikation und … - 2000

We derive an asymptotic theory of nonparametric estimation for an nonlinear transfer function model Z(t) = f (Xt) + Wt …

Persistent link: https://www.econbiz.de/10010983732

Dynamic Relationship between Housing Values and Interest Rates in the Korean Housing Market

Cho, Deokho; Ma, Seungryul - In: The Journal of Real Estate Finance and Economics 32 (2006) 2, pp. 169-184

, while the transfer function model demonstrates concretely the causal structure of this relationship. These findings suggest …

Persistent link: https://www.econbiz.de/10005716847

Runoff Modelling Through Back Propagation Artificial Neural Network With Variable Rainfall-Runoff Data

Agarwal, Avinash; Singh, R. - In: Water Resources Management 18 (2004) 3, pp. 285-300

Multi layer back propagation artificial neural network (BPANN) models have been developed to simulate rainfall-runoff process for two sub-basins of Narmada river (India) viz. Banjar up to Hridaynagar and Narmada up to Manot considering three time scales viz. weekly, ten-daily and monthly with...

Persistent link: https://www.econbiz.de/10010794288

La demande touristique européenne en Tunisie

OUERFELLI, Chokri - Laboratoire d'Économie de Dijon (LEDI), Université de … - 1998

prediction strategy. We have also suggest Transfer Function Model and Autoregressive distributed Lag Distribution. Final …

Persistent link: https://www.econbiz.de/10005595841

Modelización racional de series temporales no causales: algunas propuestas de caracterización dinámica.

Fariña, Gil; Candelaria, Mª; González Concepción, … - In: Estudios de Economía Aplicada 8 (1997) Diciembre, pp. 77-107

which are involved in a Transfer Function model with expectations. Our main proposal in this paper is, therefore, to present …

Persistent link: https://www.econbiz.de/10005814451

Funciones de transferencia simultáneas del índice de precios al consumo de bienes elaborados no energéticos

Matea, María de los Llanos - Banco de España - 1989

This document presents a multivariate transfer function model for two components of CPI, the processed food and non …

Persistent link: https://www.econbiz.de/10008520558

A test for the presence of pure feedback in multivariate dynamic stochastic systems

Nakano, Junji; Tagami, Shigemi - In: Annals of the Institute of Statistical Mathematics 41 (1989) 4, pp. 765-779

Persistent link: https://www.econbiz.de/10005169219