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Dynamic models of urban growth
In: Journal of social and biological structures: studies in human sociobiology, Band 1, Heft 3, S. 265-280
ISSN: 0140-1750
Dynamic models and economic growth
In: World development: the multi-disciplinary international journal devoted to the study and promotion of world development, Band 3, Heft 11-12, S. 765-783
Notes on Some Dynamic Models
In: The Economic Journal, Band 58, Heft 232, S. 506
DYNAMIC MODELS OF BOND REFUNDING*
In: Decision sciences, Band 6, Heft 4, S. 614-630
ISSN: 1540-5915
Dynamic programming models of bond refunding have been given by Weingartner [14], Kalymon [8] and Elton and Gruber [4]. This paper gives a formulation of this problem that lends itself to extensions including the term structure of interest rates, delayed‐call provisions, and "rolling over" the outstanding debt. Finally, the cost of computation is examined, along with some examples.
Taxes, subsidies, regulation in dynamic models
In: Journal of economics, Band 119, Heft 2, S. 97-99
ISSN: 1617-7134
A Dynamic Model of Devaluation
In: The Canadian Journal of Economics, Band 11, Heft 2, S. 194
Model Selection Tests for Nonlinear Dynamic Models
In: The Econometrics Journal, Band 5, S. 1-39
SSRN
Containing Terrorism: A Dynamic Model
In: Journal of Strategic Security: JSS, Band 10, Heft 2, S. 48-59
ISSN: 1944-0472
Dynamic Model Initialization Using UML
In: Advances in Intelligent and Soft Computing; Dependable Computer Systems, S. 169-178
SSRN
A Dynamic Model of Primaries
In: The journal of politics: JOP, Band 82, Heft 4, S. 1443-1457
ISSN: 1468-2508
SSRN
Forecasting house prices in the 50 states using Dynamic Model Averaging and Dynamic Model Selection
In: International journal of forecasting, Band 31, Heft 1, S. 63-78
ISSN: 0169-2070
Estimating Dynamic Models Using Kalman Filtering
In: Political analysis: PA ; the official journal of the Society for Political Methodology and the Political Methodology Section of the American Political Science Association, Band 1, S. 121-156
ISSN: 1476-4989
The Kalman filter is useful to estimate dynamic models via maximum likelihood. To do this the model must be set up in state space form. This article shows how various models of interest can be set up in that form. Models considered are Auto Regressive-Moving Average (ARMA) models with measurement error and dynamic factor models.The filter is used to estimate models of presidential approval. A test of rational expectations in approval shows the hypothesis not to hold. The filter is also used to deal with missing approval data and to study whether interpolation of missing data is an adequate technique. Finally, a dynamic factor analysis of government entrepreneurial activity is performed.Appendices go through the mathematical details of the filter and show how to implement it in the computer language GAUSS.