Sökning: "vector error correction models"

Visar resultat 1 - 5 av 9 avhandlingar innehållade orden vector error correction models.

  1. 1. VAR Models, Cointegration and Mixed-Frequency Data

    Författare :Sebastian Ankargren; Johan Lyhagen; Yukai Yang; Gregor Kastner; Uppsala universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; vector error correction; small open economy; mixed-frequency data; Bayesian; steady state; nowcasting; state-space model; large VARs; simulation smoothing; factor stochastic volatility; R; Statistics; Statistik;

    Sammanfattning : This thesis consists of five papers that study two aspects of vector autoregressive (VAR) modeling: cointegration and mixed-frequency data.Paper I develops a method for estimating a cointegrated VAR model under restrictions implied by the economy under study being a small open economy. LÄS MER

  3. 2. On Soft Decoding and Robust Vector Quantization

    Författare :Mikael Skoglund; Chalmers tekniska högskola; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; speech and image coding; intersymbol interference; Rayleigh fading; soft decoding; CDMA; index assignment; Hadamard transform; channel optimized VQ; robust VQ; combined source-channel coding; vector quantization VQ ; noisy channels;

    Sammanfattning : This thesis considers vector quantization for noisy channels. Vector quantization (VQ) is an important technique for block-based source coding, with applications in, e.g., speech and image coding. LÄS MER

  4. 3. Essays on Wage and Price Formation in Sweden

    Författare :Kent Friberg; Eskil Wadensjö; Henry Ohlsson; Stockholms universitet; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; wages; prices; sectoral wage linkages; real wage determination; vector error correction models; Economics; Nationalekonomi;

    Sammanfattning : Study IReal Wage Determination in the Swedish Engineering IndustryThis study uses the monopoly union model to examine the determination of real wages and in particular the effects of active labour market programmes (ALMPs) on real wages in the engineering industry. Quarterly data for the period 1970:1 to 1996:4 are used in a cointegration framework, utilising the Johansen's maximum likelihood procedure. LÄS MER

  5. 4. Coding Speech for Packet Networks

    Författare :Jonas Lindblom; Chalmers tekniska högskola; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; packet loss concealment; voice over IP; speech coding; harmonic modeling; vector quantization; sinusoidal modeling; Gaussian mixture modeling; bounded support; frame erasure; variable dimension;

    Sammanfattning : The topic of this thesis is speech coding for packet networks. Problems related to the use of packet networks for voice communication are addressed. Real-time voice communication is for example very delay sensitive; if the total end-to-end delay in a telephone session grows large, it is perceived as annoying. LÄS MER

  7. 5. Mining Mozambique Health Data : The Case of Malaria: From Bayesian Incidence Risk to Incidence Case Predictions

    Författare :Orlando P. Zacarias; Henrik Boström; Mats Danielson; Niklas Lavesson; Stockholms universitet; []
    Nyckelord :MEDICIN OCH HÄLSOVETENSKAP; MEDICAL AND HEALTH SCIENCES; Computer and Systems Sciences; data- och systemvetenskap;

    Sammanfattning : The health sector in Mozambique is piled with data, holding records of major public health diseases, such as malaria, cholera, etc. The process of scrutinizing such a mass of health data for useful information is challenging but essential for the health authorities and professionals. LÄS MER