Add to ORKGIn this paper, we study of structural coefficients attributed to stochastic difference equation models. We are concerned with the differences in the amplitudes executed by the endogenous variables in a stochastic difference equation model. It is shown that the differences in the amplitudes are partially a function of the structure of the model
Stochastic coefficients models can provide accurate agricultural secto forecasts and useful policy a...
AbstractIn this paper we establish three theorems concerning the asymptotic distributions of ordinar...
The aim of this paper is to examine the relations between the mean difference and the mean deviatio...
Main results for stochastic differential equations apply to their stationary solutions. For obvious ...
44 pages, 1 article*Stochastic Difference Equations as Empirical Models of Population Fluctuations* ...
Arnold Zellner and Franz Palm (1974) show that comparing the actual with the implied stochastic proc...
The paper examines the nature of the latent random variables which occur in linear structural models...
The coefficient of variation (CV) measures variability relative to the mean, and can be useful when ...
The cumulant expansion for linear stochastic differential equations is extended to the case of linea...
In the context of the single structural equation model, we derive a number of exact results that ext...
In this thesis we analysed the problem of a single structural change occurring at some unknown data ...
A method for estimating the random coefficients model using covariance structure modeling is present...
As an alternative to conventional discrete time models for stochastic processes that fluctuate withi...
The cumulant expansion for linear stochastic difference equations introduced in part I is applied to...
The paper studies how parameter variation affects the decision rules of a DSGE model and structural ...
Stochastic coefficients models can provide accurate agricultural secto forecasts and useful policy a...
AbstractIn this paper we establish three theorems concerning the asymptotic distributions of ordinar...
The aim of this paper is to examine the relations between the mean difference and the mean deviatio...
Main results for stochastic differential equations apply to their stationary solutions. For obvious ...
44 pages, 1 article*Stochastic Difference Equations as Empirical Models of Population Fluctuations* ...
Arnold Zellner and Franz Palm (1974) show that comparing the actual with the implied stochastic proc...
The paper examines the nature of the latent random variables which occur in linear structural models...
The coefficient of variation (CV) measures variability relative to the mean, and can be useful when ...
The cumulant expansion for linear stochastic differential equations is extended to the case of linea...
In the context of the single structural equation model, we derive a number of exact results that ext...
In this thesis we analysed the problem of a single structural change occurring at some unknown data ...
A method for estimating the random coefficients model using covariance structure modeling is present...
As an alternative to conventional discrete time models for stochastic processes that fluctuate withi...
The cumulant expansion for linear stochastic difference equations introduced in part I is applied to...
The paper studies how parameter variation affects the decision rules of a DSGE model and structural ...
Stochastic coefficients models can provide accurate agricultural secto forecasts and useful policy a...
AbstractIn this paper we establish three theorems concerning the asymptotic distributions of ordinar...
The aim of this paper is to examine the relations between the mean difference and the mean deviatio...