987 resultados para Vector Auto Regression


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Tesis (Maestría en Ciencias de Ingeniería Eléctrica con Especialidad en Electrónica) U.A.N.L.

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Tesis (Maestría en Administración con Especialidad en Recursos Humanos) U.A.N.L.

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Tesis (Maestría en Ciencias de Enfermería con Énfasis en Administración de Servicios) UANL, 2010.

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Tesis (Maestría en ciencias de enfermería) UANL, 2011.

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Tesis (Maestría en Ciencias con Orientación en Materiales de Construcción) UANL, 2012.

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Tesis (Maestría en Ciencias con Especialidad en Biología Molecular e Ingeniería Genética) UANL, 2011.

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Tesis (Maestría en Ciencias con Especialidad en Biología Molecular e Ingeniería Genética) UANL, 2011.

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Tesis (Maestría en Ciencias con Orientación en Biología Molecular e Ingeniería Genética) UANL, 2011.

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Tesis (Maestría en Ciencias con Orientación en Ingeniería Estructural) UANL, 2013.

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Tesis (Maestría en Ciencias con orientación en Asuntos Urbanos y Arquitectura) UANL, 2014.

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A group of agents located along a river have quasi-linear preferences over water and money. We ask how the water should be allocated and what money transfers should be performed. We are interested in efficiency, stability (in the sense of the core), and fairness (in a sense to be defined). We first show that the cooperative game associated with our problem is convex : its core is therefore large and easily described. Next, we propose the following fairness requirement : no group of agents should enjoy a welfare higher than what it could achieve in the absence of the remaining agents. We prove that only one welfare vector in the core satisfies this condition : it is the marginal contribution vector corresponding to the ordering of the agents along the river. We discuss how it could be decentralized or implemented.

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The focus of the paper is the nonparametric estimation of an instrumental regression function P defined by conditional moment restrictions stemming from a structural econometric model : E[Y-P(Z)|W]=0 and involving endogenous variables Y and Z and instruments W. The function P is the solution of an ill-posed inverse problem and we propose an estimation procedure based on Tikhonov regularization. The paper analyses identification and overidentification of this model and presents asymptotic properties of the estimated nonparametric instrumental regression function.

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This Paper Studies Tests of Joint Hypotheses in Time Series Regression with a Unit Root in Which Weakly Dependent and Heterogeneously Distributed Innovations Are Allowed. We Consider Two Types of Regression: One with a Constant and Lagged Dependent Variable, and the Other with a Trend Added. the Statistics Studied Are the Regression \"F-Test\" Originally Analysed by Dickey and Fuller (1981) in a Less General Framework. the Limiting Distributions Are Found Using Functinal Central Limit Theory. New Test Statistics Are Proposed Which Require Only Already Tabulated Critical Values But Which Are Valid in a Quite General Framework (Including Finite Order Arma Models Generated by Gaussian Errors). This Study Extends the Results on Single Coefficients Derived in Phillips (1986A) and Phillips and Perron (1986).