'Estimated model' diaporamas de présentation

Parameter estimation for HMMs, Baum-Welch algorithm, Model topology, Numerical stability

Parameter estimation for HMMs, Baum-Welch algorithm, Model topology, Numerical stability . Chapter 3.3-3.7. Overview . Parameter estimation for HMMs Baum-Welch algorithm HMM model structure More complex Markov chains Numerical stability of HMM algorithms. Specifying a HMM model.

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Linear Regression

Linear Regression. METHODOLOGY OF ECONOMETRICS. 1. Statement of theory or hypothesis. 2. Specification of the mathematical model of the theory 3. Specification of the statistical, or econometric, model 4. Obtaining the data 5. Estimation of the parameters of the econometric model

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Comparing Methods for Data Combination

Comparing Methods for Data Combination. D.H. Judson July, 2006. Purpose of This Talk. Place our work in historical and philosophical context Describe and explain a standard model of combining data Show, via case studies, how this standard model can be used

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Forecasting with VAR

Forecasting with VAR. Sample . VAR Model. Estimated model: Top. Estimated model: bottom. Impulse Response functions. Impulse Response graphs. Impulse response graphs: other choleski. Proc/make model. Model. Model: Text. Assign Statements; then hit solve. Solve Window. Workfile Window.

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CHAPTER 7

CHAPTER 7. REGRESSION DIAGNOSTIC IV: MODEL SPECIFICATION ERRORS. MODEL SPECIFICATION ERRORS. One of the assumptions of the classical linear regression (CLRM) is that the model is specified correctly. By correct specification we mean one or more of the following:

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CHAPTER 7

CHAPTER 7. REGRESSION DIAGNOSTIC IV: MODEL SPECIFICATION ERRORS. MODEL SPECIFICATION ERRORS. One of the assumptions of the classical linear regression (CLRM) is that the model is specified correctly. By correct specification we mean one or more of the following:

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Objectives:

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Markov Regime Switching Models

Markov Regime Switching Models. Generalisation of the simple dummy variables approach Allow regimes (called states) to occur several periods over time In each period t the state is denoted by s t . There can be m possible states: s t = 1,... , m. Markov Regime Switching Models.

1.01k views • 9 slides