Download or read book ECONOMETRIA MODELOS MULTIVARIANTES DE SERIES TEMPORALES ECUACIONES SIMULT NEAS Y MODELOS NO LINEALES written by César Pérez López and published by Data Science Books. This book was released on with total page 170 pages. Available in PDF, EPUB and Kindle. Book excerpt: En este libro se tratan los modelos lineales multiecuacionales en ecuaciones simultáneas, incorporándose la teoría de la identificación de modelos y las técnicas avanzadas de estimación (MCI, MC2E, MC3E, RANR, SUR, etc.). A continuación se abordan los modelos multivariantes de series temporales (VAR, VARX, VARMA, BVAR, VEC, etc.) tratándose la teoría de la cointegración desde la óptica multiecuacional. Asimismo, se profundiza en los modelos multiecuacionales no lineales y los modelos de regresión particionada y segmentada. Todo el desarrollo de ejercicios prácticos se realiza desde una óptica multisoftware, utilizándose el software más actual del mercado adecuado para estas tareas econométricas no triviales

Download or read book Time Series Prediction written by Andreas S. Weigend and published by Routledge. This book was released on 2018-05-04 with total page 665 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book is a summary of a time series forecasting competition that was held a number of years ago. It aims to provide a snapshot of the range of new techniques that are used to study time series, both as a reference for experts and as a guide for novices.

Download or read book Peaceful Surrender written by Fernando Collantes and published by Cambridge Scholars Publishing. This book was released on 2011-05-25 with total page 215 pages. Available in PDF, EPUB and Kindle. Book excerpt: Migration to the cities had been a part of European rural life long before the start of modern industrialisation and urbanisation. In the era of modern development, however, rural-urban migration intensified in an unprecedented way and many rural communities depopulated. While during the pre-industrial period migration had contributed to the economic and social reproduction of rural communities, it now challenged the continuity of the rural lifestyle. This book analyses the topic for the case of Spain, which in the twentieth century experienced one of the most intense processes of rural depopulation in modern Europe. The interaction between Spanish industrialisation and rural migration, the demographic implications of agrarian change, the obstacles to the development of rural non-farm activities, the rural problems of access to infrastructures and services, the role of public policy, and the consequences of depopulation for the rural community are the central elements of this study, which inserts the Spanish case within its European context. Distanced from both the anti-modern stance that idealises paradise lost and the Panglossian mood that welcomes anything that came with modernisation, the book explains how the adaptive strategies put into practice by rural populations led to a “peaceful surrender” of traditional rural society.

Download or read book Recurrent Events Data Analysis for Product Repairs Disease Recurrences and Other Applications written by Wayne B. Nelson and published by SIAM. This book was released on 2003-01-01 with total page 157 pages. Available in PDF, EPUB and Kindle. Book excerpt: Survival data consist of a single event for each population unit, namely, end of life, which is modeled with a life distribution. However, many applications involve repeated-events data, where a unit may accumulate numerous events over time. This applied book provides practitioners with basic nonparametric methods for such data.

Download or read book Polymer Nanocomposites written by Aravind Dasari and published by Springer. This book was released on 2016-06-28 with total page 311 pages. Available in PDF, EPUB and Kindle. Book excerpt: This highlights ongoing research efforts on different aspects of polymer nanocomposites and explores their potentials to exhibit multi-functional properties. In this context, it addresses both fundamental and advanced concepts, while delineating the parameters and mechanisms responsible for these potentials. Aspects considered include embrittlement/toughness; wear/scratch behaviour; thermal stability and flame retardancy; barrier, electrical and thermal conductivity; and optical and magnetic properties. Further, the book was written as a coherent unit rather than a collection of chapters on different topics. As such, the results, analyses and discussions presented herein provide a guide for the development of a new class of multi-functional nanocomposites. Offering an invaluable resource for materials researchers and postgraduate students in the polymer composites field, they will also greatly benefit materials

Download or read book Accelerated Testing written by Wayne B. Nelson and published by John Wiley & Sons. This book was released on 2009-09-25 with total page 626 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Wiley-Interscience Paperback Series consists of selected books that have been made more accessible to consumers in an effort to increase global appeal and general circulation. With these new unabridged softcover volumes, Wiley hopes to extend the lives of these works by making them available to future generations of statisticians, mathematicians, and scientists. ". . . a goldmine of knowledge on accelerated life testing principles and practices . . . one of the very few capable of advancing the science of reliability. It definitely belongs in every bookshelf on engineering." –Dev G. Raheja, Quality and Reliability Engineering International ". . . an impressive book. The width and number of topics covered, the practical data sets included, the obvious knowledge and understanding of the author and the extent of published materials reviewed combine to ensure that this will be a book used frequently." –Journal of the Royal Statistical Society A benchmark text in the field, Accelerated Testing: Statistical Models, Test Plans, and Data Analysis offers engineers, scientists, and statisticians a reliable resource on the effective use of accelerated life testing to measure and improve product reliability. From simple data plots to advanced computer programs, the text features a wealth of practical applications and a clear, readable style that makes even complicated physical and statistical concepts uniquely accessible. A detailed index adds to its value as a reference source.

Download or read book The Statistical Theory of Linear Systems written by E. J. Hannan and published by SIAM. This book was released on 2012-05-31 with total page 418 pages. Available in PDF, EPUB and Kindle. Book excerpt: Originally published: New York: Wiley, c1988.

Download or read book Econometr a written by Nuria Ramón Escolano and published by Universidad Miguel Hernández. This book was released on 2016-12-22 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: El libro consta de dos partes claramente diferenciadas. En la primera parte (capítulos 1-5) se analizan las series temporales con el objetivo fundamental de caracterizar el comportamiento del fenómeno estudiado y poder predecir su evolución futura. Además, en esta primera parte, se estudian las series temporales desde dos enfoques: El enfoque no paramétrico o clásico (capítulos 1-3) y el enfoque paramétrico o metodología Box-Jenkins (capítulos 4-5). En la segunda parte (capítulos 6-7) se estudian los modelos de ecuaciones simultáneas y se proponen distintas técnicas para su resolución.

Download or read book The Oxford Handbook of Functional Data Analysis written by Frédéric Ferraty and published by OUP Oxford. This book was released on 2010-11-25 with total page 512 pages. Available in PDF, EPUB and Kindle. Book excerpt: This Handbook aims to present a state of the art exploration of the high-tech field of functional data analysis, by gathering together most of major advances in this area.

Download or read book Measuring Income Inequality written by Fredrik Nygård and published by Almqvist & Wiksell International. This book was released on 1981 with total page 452 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Functional Analysis written by R.E. Edwards and published by Courier Corporation. This book was released on 2012-10-25 with total page 802 pages. Available in PDF, EPUB and Kindle. Book excerpt: "The book contains an enormous amount of information — mathematical, bibliographical and historical — interwoven with some outstanding heuristic discussions." — Mathematical Reviews. In this massive graduate-level study, Emeritus Professor Edwards (Australian National University, Canberra) presents a balanced account of both the abstract theory and the applications of linear functional analysis. Written for readers with a basic knowledge of set theory, general topology, and vector spaces, the book includes an abundance of carefully chosen illustrative examples and excellent exercises at the end of each chapter. Beginning with a chapter of preliminaries on set theory and topology, Dr. Edwards then presents detailed, in-depth discussions of vector spaces and topological vector spaces, the Hahn-Banach theorem (including applications to potential theory, approximation theory, game theory, and other fields) and fixed-point theorems. Subsequent chapters focus on topological duals of certain spaces: radon measures, distribution and linear partial differential equations, open mapping and closed graph theorems, boundedness principles, duality theory, the theory of compact operators and the Krein-Milman theorem and its applications to commutative harmonic analysis. Clearly and concisely written, Dr. Edwards's book offers rewarding reading to mathematicians and physicists with an interest in the important field of functional analysis. Because of the broad scope of its coverage, this volume will be especially valuable to the reader with a basic knowledge of functional analysis who wishes to learn about parts of the subject other than his own specialties. A comprehensive 32-page bibliography supplies a rich source of references to the basic literature.

Download or read book Random Fields on a Network written by Xavier Guyon and published by Springer Science & Business Media. This book was released on 1995-06-23 with total page 294 pages. Available in PDF, EPUB and Kindle. Book excerpt: The theory of spatial models over lattices, or random fields as they are known, has developed significantly over recent years. This book provides a graduate-level introduction to the subject which assumes only a basic knowledge of probability and statistics, finite Markov chains, and the spectral theory of second-order processes. A particular strength of this book is its emphasis on examples - both to motivate the theory which is being developed, and to demonstrate the applications which range from statistical mechanics to image analysis and from statistics to stochastic algorithms.

Download or read book Quadratic Forms in Random Variables written by A.M. Mathai and published by CRC Press. This book was released on 1992-02-24 with total page 424 pages. Available in PDF, EPUB and Kindle. Book excerpt: Textbook for a one-semester graduate course for students specializing in mathematical statistics or in multivariate analysis, or reference for theoretical as well as applied statisticians, confines its discussion to quadratic forms and second degree polynomials in real normal random vectors and matr

Download or read book TECNICAS AVANZADAS DE PREDICCION written by and published by . This book was released on with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Econometr a modelos econom tricos y series temporales Tomo 2 written by José María Caridad y Ocerin and published by Reverte. This book was released on 2016-01-02 with total page 300 pages. Available in PDF, EPUB and Kindle. Book excerpt: En este libro se presenta el contenido de un curso de Econometría para estudiantes de las licenciaturas en Ciencias Económicas y Empresariales. En la primera parte se tratan de los modelos uniecuacionales, con una amplitud superior a la habitual en los cursos de Estadística aplicada, y poniendo énfasis en los problemas que se presentan en la modelización económica y en los modelos con variables cualitativas. En la segunda parte se estudian los modelos multiecuacionales, y la última está dedicada a la teoría de series temporales y modelos dinámicos, incluyendo la metodología de Box-Jenkins, el análisis espectral y los métodos clásicos de análisis de series. En el texto se presentan numerosos problemas resueltos y propuestos, así como una introducción a los paquetes de programas econométricos, con los que se elaboran los ejemplos. Todos los conjuntos de datos manejados en los ejemplos están contenidos en un disquete adjunto, así como algunos programas auxiliares usados en el texto. También están disponibles un juego de transparencias que corresponden a los temas y ejemplos.

Download or read book Modelos Multivariantes de Series Temporales written by César López and published by CreateSpace. This book was released on 2015-01-26 with total page 198 pages. Available in PDF, EPUB and Kindle. Book excerpt: El análisis de series temporales es la herramienta esencial en el campo de la predicción. Aproximarse a evoluciones futuras de series de datos es una tarea difícil. La metodología matemática subyacente no es trivial y su aplicación práctica presenta muchos obstáculos. Si esta tarea ya no es trivial en el campo univariante, presenta aún más dificultades en el campo multivariante. Este libro pretende explicar la predicción mediante series temporales en el campo multivariante. Se presenta paso a paso la extensión de la metodología de Box y Jenkins al campo multidimensional. Asimismo, se resuelven ejemplos prácticos que ilustran los conceptos teóricos y que enseñan a aplicarlos a series reales.El contenido más importante del libro es el siguiente:ANÁLISIS DE LA INTERVENCIÓN Y MODELOS DE LA FUNCIÓN DE TRANSFERENCIA MODELOS DE INTERVENCIÓN IDENTIFICACIÓN DE MODELOS DE INTERVENCIÓN VALORES ATÍPICOS (OUTLIERS) OUTLIERS ADITIVOS (AO) OUTLIERS INNOVACIONALES (IO) OUTLIERS DE CAMBIO EN NIVEL (LS) OYTLIERS DE CAMBIO TEMPORAL (TC) MODELO UNIVARIANTE DE LA FUNCIÓN DE TRANSFERENCIA IDENTIFICACIÓN, ESTIMACIÓN Y VALIDACIÓN DEL MODELO DE LA FUNCIÓN DE TRANSFERENCIA. MODELOS DE LA FUNCIÓN DE TRANSFERENCIA ESTACIONALES EVIEWS Y LOS MODELOS DE INTERVENCIÓN. LOS PROGRAMAS TRAMO Y SEATS SAS Y LOS MODELOS DE INTERVENCIÓN Y FUNCIÓN DE TRANSFERECIA SPSS Y LOS MODELOS DE INTERVENCIÓN MODELOS MULTIVARIANTES DE SERIES TEMPORALES MODELOS ARMA VECTORIALES PROCESO VAR(1) PROCESOS VAR(P) PROCESOS VMA(Q) VARMA(P,Q) CONSTRUCCIÓN DE MODELOS VARMA PARA SERIES ESTACIONARIAS PROCESOS SVAR, PVAR Y BVAR. MODELOS DE CORRECCIÓN DEL ERROR ESTIMACIÓN DE MODELOS VAR EN EVIEWS A TRAVÉS DE MENÚS COINTEGRACIÓN EN MODELOS VAR EN EVIEWS A TRAVÉS DE MENÚS MODELO DE VECTOR DE CORRECCIÓN DEL ERROR EN MODELOS VAR CON EVIEWS SAS Y LOS MODELOS VAR. CONTRASTES DE CAUSALIAD Y COINTEGRACIÓN. TEST DE JOHANSEN CONTRASTE DE JOHANSEN EN MODELOS VAR CON SAS MODELO DE VECTOR DE CORRECCIÓN DEL ERROR EN MODELOS VAR CON SAS MODELOS VAR CON VARIABLES EXÓGENAS (VARX) EN SAS MODELOS DINÁMICOS CON SERIES TEMPORALES. CAMBIO ESTRUCTURAL, RAÍCES UNITARIAS Y COINTEGRACIÓN. MODELOS DINÁMICOS CON SERIES TEMPORALESESTABILIDAD ESTRUCTURAL EN MODELOS CON SERIES TEMPORALES Cambio estructural y contrastes de Chow RESIDUOS RECURSIVOS: CONTRASTES BASADOS EN ESTIMACIÓN RECURSIVA CONTRASTES CUSUM Y CUSUMQ MODELOS INESTABLES: REGRESIONES ESPURIASTESTS DE RAÍCES UNITARIAS MODELOS ESTABLES EN EL LARGO PLAZO: ANÁLISIS DE LA COINTEGRACIÓN MODELOS DE CORRECCIÓN POR EL ERROR MCEEVIEWS Y LOS MODELOS DINÁMICOS RAÍCES UNITARIAS, COINTEGRACIÓN Y CAMBIO ESTRUCTURAL CON EVIEWS RAÍCES UNITARIAS, COINTEGRACIÓN Y CAMBIO ESTRUCTURAL CON SAS

Download or read book Fundamentos y posibilidades de la econometr a written by Alfonso García Barbancho and published by . This book was released on 1962 with total page 228 pages. Available in PDF, EPUB and Kindle. Book excerpt: