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New software tool to model the economic and environmental impacts of California drought（图）
New software tool model economic environmental impacts California drought
2020/7/10
Drought may mean restrictions for watering lawns, crop losses for farmers and an increased risk of wildfires. But it can also hit power companies in the wallet.In communities that rely on water for po...
METHOD OF GRASSLAND INFORMATION EXTRACTION BASED ON MULTI-LEVEL SEGMENTATION AND CART MODEL
Grassland Extraction Multi-level Segmentation Feature Selection CART Model Xilinhaote City
2018/5/15
It is difficult to extract grassland accurately by traditional classification methods, such as supervised method based on pixels or objects. This paper proposed a new method combing the multi-level se...
Term Structure Modelling by Using Nelson-Siegel Model
Nelson-Siegel model Nonlinear least squares Yield curve estimation
2016/1/27
Zero coupon rates are not observable in the market for a range of maturities. Therefore, an estimation methodology is required to derive the zero coupon yield curves from observable data. If we deal w...
A Generalized Spatial Two-Stage Least Squares Procedure for Estimating a Spatial Autoregressive Model with Autoregressive Disturbances
Spatial autoregressive model two-stage least squares generalized moments estimation
2015/9/24
Cross-sectional spatial models frequently contain a spatial lag of the dependent variable as a regressor or a disturbance term that is spatially autoregressive. In this article we describe a computati...
INSTRUMENTAL VARIABLE ESTIMATION OF A SPATIAL AUTOREGRESSIVE MODEL WITH AUTOREGRESSIVE DISTURBANCES:LARGE AND SMALL SAMPLE RESULTS
INSTRUMENTAL VARIABLE ESTIMATION SPATIAL AUTOREGRESSIVE MODEL AUTOREGRESSIVE DISTURBANCES LARGE AND SMALL SAMPLE
2015/9/24
The purpose of this paper is two-fold. First, on a theoretical level we introduce a series-type instrumental variable (IV) estimator of the parameters of a spatial first order autoregressive model wit...
A SPATIAL CLIFF-ORD-TYPE MODEL WITH HETEROSKEDASTIC INNOVATIONS: SMALL AND LARGE SAMPLE RESULTS
SPATIAL CLIFF-ORD-TYPE MODEL HETEROSKEDASTIC INNOVATIONS SMALL AND LARGE SAMPLE RESULTS
2015/9/24
In this paper, we specify a linear Cliff-and-Ord-type spatial model. The model allows for spatial lags in the dependent variable, the exogenous variables, and disturbances. The innovations in the dist...
2SLS and OLS in a spatial autoregressive model with equal spatial weights
Spatial autoregressive models Row normalized and equal spatial weights Ordinary least squares Two stage least squares Panel data
2015/9/24
The paper considers a Cliff–Ord type spatial model with a spatially lagged dependentvariable and a row normalized weighting matrix with equal weights. We show that the 2SLSand OLS estimators are incon...
We develop a new class of time series models to identify nonlinearities in the dataand to evaluate DSGE models. U.S. output growth and the federal funds rate displaynonlinear conditional mean dynamics...
An Estimated Search-Based Monetary DSGE Model with Liquid Capital
Monetary DSGE Model Liquid Capital
2015/9/18
In this note we extend the search-based monetary DSGE model studied in Aruoba and Schorfheide (2010) and introduce liquid capital claims. More specifically, buyers in the decentralized market can use ...
Two-fund separation under model mis-specification
Fund separation theorem the investors procedure asset allocation the tangency portfolio risky assets
2015/8/10
The two-fund separation theorem tells us that an investor with quadratic utility can separate her asset allocation decision into two steps: First, find the tangency portfolio (TP), i.e., the portfolio...
Fiscal and Monetary Stabilization Policies in a Model of Endogenous Cyclical Growth
Monetary Stabilization Policies Endogenous Cyclical
2015/8/5
Fiscal and Monetary Stabilization Policies in a Model of Endogenous Cyclical Growth.
Stabilization Policies in a Disequilibrium Growth Model
Stabilization Policies Disequilibrium Growth Model
2015/8/5
The stabilization trade-off between
inflation and unemployment is investigated in a
continuous time growth model where disequilibrium
can occur in the labor market. The emphasis
of the paper is on...
Asymptotic Properties of Multiperiod Control Rules in the Linear Regression Model
Asymptotic Properties Multiperiod Control Rules
2015/8/5
This is the value of the control rule which would be used if one treated ,d as
known with certainty and equal to the least squares estimate. We call this rule
the least squares certainty equivalence...
Few economists now question the validity
of the Friedman-Phelps accelerationist hypothesis
that the Phillips curve is vertical in
the long run -at least as a first-order approximation.
Indeed. the...
Estimation and Control of a Macroeconomic Model with Rational Expectations
Macroeconomic Model Rational Expectations
2015/8/5
Estimation and Control of a Macroeconomic Model with Rational Expectations.