Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
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Showing 1 to 17 of 17 for “"time-varying parameter"”.
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Elemzések időben változó paraméterű modellekkel = Essays on Time Varying Parameter Models
… papers which are connected through the topic of time varying parameter models. The first chapter reviews the time-varying regression model and presents its solution methods, while the next three chapters carry out applied research using time varying parameter models in the field of …
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Time-Lag in a Nonlinear Feedback System With a Time-Varying Parameter
Made available in DSpace on 2014-12-04T21:03:29Z (GMT). No. of bitstreams: 1 6202982.pdf: 3864258 bytes, checksum: 393fac0a3cda813ebaeeea20df8e3338 (MD5) Previous issue date: 1962
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Monetary policy transmission mechanism in Botswana: A time-varying parameter VAR approach
… policy transmission mechanism by employing a time-varying parameter model. Botswana provides a good context for assessing the transmission of monetary policy over time, following structural and macroeconomic reforms since 1989. The time-varying parameter vector autoregressive (TVP-VAR) model …
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Balance of Recurrence Order in Time-Inhomogeneous Markov Chains With Applications to Simulated Annealing
Considered in this thesis is the class of time-inhomogeneous Markov chains whose transition probabilities are proportional to nonnegative powers of a small, time-varying parameter. A new notion of order of recurrence is introduced for the states and transitions of such Markov processes. These …
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Forecasting international regional tourist arrivals to China
… international arrivals to regional China, using time series as well as causal explanatory methods. The nine quantitative forecast methods applied in this study are Holt, Exponential Smoothing, Naïve, ARMA, Neural, and Basic Structural Model (BSM) with and without intervention, and the causal …
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Efficient Estimation of Stochastic Parameters: A GLS Approach
… GLS-based model to improve the precision of time-varying parameter estimates in dynamic linear models. Through rigorous simulations, the rolling GLS model exhibits enhanced accuracy in scenarios with smaller sample sizes and maintains its efficacy when the normality assumption is relaxed, …
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Adaptive Synchronization of Chaos for Secure Communication
… dimensional Lorenz systems with and without time delay. Numerical simulation using MATLAB was conducted. The Lorenz system with time delay was studied numerically as well as by testing an analog circuit and comparisons was made between them. It has been pointed out in many research papers …
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Parameter estimation for single-phase induction motor from transient measurements
… thesis presents a methodology to estimate the parameters of single-phase induction motors (SPIMs). The parameter estimates are suitable to model the responses of SPIMs in both steadystate and transient conditions. Firstly, they are calculated from multiple sets of steady-state test-based …
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Millimeter-Wave and Sub-Terahertz Parametric Harmonic Generation
… shown that for Nth-order harmonic generation the time-varying parameter (P), such as elastance (S), capacitance (C), conductance (G), or resistance (R), exhibits N−1 periods of a sine wave under one sinusoidal pumping cycle, which is named sinusoidal representation of pumped parameters. The …
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Empirical Analysis of China’s Exchange Rate and Macroeconomic Policy
… increases in magnitude and stabilized across time. Using a short-term key interest rate as a standard monetary policy tool and time-varying parameter techniques, this study empirically demonstrates that China’s monetary policy framework is in the midst of transitioning to a market-based …
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Quantifying the Effects of Sentiment and Expectations on the United States Credit Growth
<p>This dissertation examines the role of sentiment and expectations in predicting U.S. credit growth, drawing upon insights from behavioral finance and macroeconomic forecasting. While traditional economic theories emphasize fundamental determinants of credit expansion, growing evidence suggests …
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Estimation and forecasting team strength dynamics in football : investigation into structural breaks
… breaks, which occur when there is a change in parameters that govern dynamics in a time series. In football, such structural breaks occur because of events such as squad changes during transfer markets as well as managerial or ownership changes. Team strengths are estimated across seven seasons …
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Three Essays on Leverage and the Macroeconomy
… policy and broker-dealer leverage vary over time, by using a time-varying parameter vector autoregression model. I find that the procyclical nature of broker-dealer leverage has become evident since the year 2000. Based on my finding that leverage and economic activity move in the same …
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Regime changes in monetary policy
… when there is a change in policy regime. A time-varying parameter approach that allows the policy preferences to vary over the sample period is used. The results show that the policy parameters exhibit significant changes and that the South African Reserve Bank placed more weight on output …
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Mathematical modelling to investigate the impact of awareness programs on the spread of HIV/AIDS amongst people who inject drugs (PWIDs)
… be modelled using the SIS and SIR models with time-varying parameter values. We develop the mathematical differential equation model that extends the research by Greenhalgh and Hay (1997), Liang et al. (2016) andLewis and Greenhalgh (2001) to illustrate the impact of disease awareness campaigns …
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Real-time data assimilation in nonlinear dynamical systems
… goal of this thesis is to develop real-time data assimilation methods, which are applied to create digital twins of thermoacoustic instabilities. Central to digital twins are physics-based low-order models and experimental data. On the one hand, low-order models are computationally …
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Does the inclusion of climate variables improve tourism demand forecasting performance?
… US are studied respectively based on quarterly time series data from 1994Q1 to 2017Q4. The bounds test cointegration approach is applied to assess the long-run relationships between tourism demand and its influencing factors and to evaluate the impact of climate on tourism demand. Individual …