Russian Abstract: Оценка моделей с изменяющимися во времени параметрами нашла широкое распространение в макроэкономических исследованиях, реализуемых в течение...

Несмотря на ожидаемую нехватку пригодных для расширения сельскохозяйственного производства земель в мире, процессы забрасывания сельскохозяйственных земель...

We take a decision-theoretic view on the question of how to use instrumental variables and method of moments. Since prior beliefs play an inevitably strong role when instruments are possibly "weak", or when the number of instruments is large relative to the number of observations, it is...

We perform Bayesian analysis of the sequence of unknown means mi given observations Xi under the assumption that, for any k 0, the first k members X1, X2, …, Xk are normally distributed with the mean (m1,…, mk ) and a known covariance matrix. It is assumed that the parameters m1,…, mk,…...

This paper presents an overview of some general concepts and techniques of an adequacy estimation of simulation models of the banking business processes. A proposal on specific requirements for computer simulation models to banking activity re-engineering and optimization is formulated.