Sökning: "dynamic factor models"

Visar resultat 1 - 5 av 90 avhandlingar innehållade orden dynamic factor models.

  1. 1. Variational Inference of Dynamic Factor Models

    Författare :Erik Spånberg; Pär Stockhammar; Gebrenegus Ghilagaber; Sune Karlsson; Stockholms universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; dynamic factor models; variational inference; missing data; nowcasting; expectation maximization; statistik; Statistics;

    Sammanfattning : When we make difficult and crucial decisions, forecasts are powerful and important tools. For that purpose, statistical models can be our most effective aid. Ideally, these models can incorporate large sets of multifaceted data. LÄS MER

  3. 2. A Factor Analytical Approach to Dynamic Panel Data Models

    Författare :Milda Norkute; Nationalekonomiska institutionen; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Dynamic panel data models; Factor analytical method; Bias; Incidental trends; MA errors; Factor-GMM;

    Sammanfattning : This thesis deals with the development and application of new estimation approaches based on factor analysis for estimation and inference in dynamic panel data models with fixed-effects. A new factor analytical method (FA) for the estimation of fixed-effects dynamic panel data models is proposed in Bai ("Fixed-Effects Dynamic Panel Models, A Factor Analytical Method". LÄS MER

  4. 3. Likelihood-Based Panel Unit Root Tests for Factor Models

    Författare :Xingwu Zhou; Johan Lyhagen; Joakim Westerlund; Uppsala universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Panel unit root; Exact factor model; Dynamic factor model; Maximum likelihood; Principal components; Lagrange multiplier;

    Sammanfattning : The thesis consists of four papers that address likelihood-based unit root tests for panel data with cross-sectional dependence arising from common factors.In the first three papers, we derive Lagrange multiplier (LM)-type tests for common and idiosyncratic unit roots in the exact factor models based on the likelihood function of the differenced data. LÄS MER

  5. 4. Dynamic Load Models for Power Systems - Estimation of Time-Varying Parameters During Normal Operation

    Författare :Ines Romero; Industriell elektroteknik och automation; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; voltage stability; Load modeling; modeling and identification; dynamic load models; normalization in reactive load models;

    Sammanfattning : Economic and environmental concerns will slow down the expansion of the transmission system in many countries. The addition of new transmission lines will be few and far between. The de-regulation of the power supply will introduce new power flow patterns on the bulk transmission systems. LÄS MER

  7. 5. Dynamic Models of Factor Demand: An application to Swedish industry

    Författare :Bo Walfridson; Göteborgs universitet; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

    Sammanfattning : .... LÄS MER