A multi-species, stochastic and dynamic model
Estimation of Dynamic Stochastic Frontier Model using Likelihood based Approaches
... panel stochastic frontier models treat technical efficiency as ...panel stochastic frontier model that allows the dynamic adjustment of persistent technical ...The model also includes ...
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A dynamic leverage stochastic volatility model
... a dynamic leverage stochastic volatility (DLSV) model where the correlation structure between the return innovation and the volatility innovation is assumed to follow a generalized autoregressive ...
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STOCHASTIC ANALYSIS OF A TWO SPECIES MODEL WITH COMMENSALISM
... mathematical model of commensal and host species, in the presence of randomly fluctuating driving forces on the growth of the species at time „ t ‟ of a conventional eco ...The model consists ...
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A dynamic stochastic model of lifetime smoking behavior
... the model described in Chapter 3 with the data described in Chapter 4, there are four ...theoretical model is based on a yearly decision making process over a finite time ...theoretical model except ...
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The dynamic stochastic topic block model for dynamic networks with textual edges
... a dynamic extension of SBM, allowing nodes to switch from their cluster at time t to another cluster at time t + 1, according to a transition probability ...the stochastic process that assigns one node to a ...
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Inflation and Globalisation: A Dynamic Factor Model with Stochastic Volatility
... [TABLE 5 HERE] Table 5 reports the portion of the variance of inflation that can be explained by the global factor, regional factor and the idiosyncratic term over the two subsamples. Each column contains two estimates ...
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IInflation and Globalisation: A Dynamic Factor Model with Stochastic Volatility
... [TABLE 5 HERE] Table 5 reports the portion of the variance of inflation that can be explained by the global factor, regional factor and the idiosyncratic term over the two subsamples. Each column contains two estimates ...
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A Dynamic Stochastic Model of Asset Pricing with Heterogeneous Beliefs
... new stochastic asset pricing model in which, in a context of bounded rationality, beliefs upon future prices are formed via an expectations updating rule characterized by a stochastic multiplicative ...
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A dynamic stochastic model of asset pricing with heterogeneous beliefs
... general model, we rely on a market populated by fundamentalist and chartist ...The stochastic dynamical system we obtain is firstly bi-dimensional, but it can be reduced to a one-dimensional ...
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A Stochastic Dynamic Programming Model of Bycatch Control in Fisheries
... Using parameters derived from the cod and haddock fisheries in the Northwest Atlantic Fisheries Organization area 4X (Nova Scotia, Canada), we compare the expected net economic benefits [r] ...
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Aversion to ambiguity and model misspecification in dynamic stochastic environments
... in dynamic stochastic ...and model misspecifi- cation across alternative dynamic environments, including an environment that emerges as a continuous time ...
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Dynamics of a stochastic three-species nutrient-phytoplankton-zooplankton model
... a stochastic three-species nutrient-phytoplankton-zooplankton model in this ...the stochastic system is weakly persistent in the mean under some ...
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Phase driven study for stochastic linear multi-dofs dynamic response
... of dynamic responses of stochastic linear systems using polynomial chaos ...of dynamic response around resonances when the responses are evaluated for several frequency ...
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Non Stationary Stochastic Volatility Model for Dynamic Feedback and Skewness
... factor stochastic volatility model for asset return observed in discrete time and its latent ...This model unifies the feedback effect and return skewness using a common factor for return and its ...
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Stochastic Dynamic Traffic Assignment Model under Emergent Incidents
... a stochastic dynamic traffic assignment (SDTA) model based user optimum considering the loss of node capacity and change of network structure under traffic and environment ...Logit model is ...
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An estimated stochastic dynamic general equilibrium model of the euro area
... Note that under the estimated parameters both the labour demand and the labour supply schedule will be relatively flat. The labour demand schedule (45) is flat because of the low estimated elasticity of the cost of ...
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Optimal harvesting control and dynamics of two species stochastic model with delays
... a stochastic delay model of species in two ...the stochastic analysis ...the stochastic model has a unique stationary ...
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Stochastic Model for QoS Assessment in Multi-tier Web Services
... The approach taken here innovates the way of mixing performance testing and stochastic modeling altogether, offering a way to match distinct problems in Soft- ware Performance Engineering[r] ...
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MMRF-GREEN: A Dynamic, Multi-Sectoral, Multi-Regional Model of Australia
... MMRF-Green is founded on the MMR model. 2 Unlike MMRF-Green, MMR is a comparative-static model. It shows for a single year the differences produced in the Australian economy by changes in taxes, tariffs and ...
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A Multi-Stage Single-Machine Replacement Strategy Using Stochastic Dynamic Programming
... V(n) Total cost of the system where n decision making stages is remained Β Degradation coefficient of the rate of producing defective items in each stage. 3. THE MODEL As mentioned earlier, the proposed ...
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