scholarly journals Two-stage least squares based iterative estimation algorithm for CARARMA system modeling

2013 ◽  
Vol 37 (7) ◽  
pp. 4798-4808 ◽  
Author(s):  
Feng Ding
Keyword(s):  
Least Squares ◽  
System Modeling ◽  
Estimation Algorithm ◽  
Two Stage ◽  
Iterative Estimation ◽  
Two Stage Least Squares

scholarly journals Least Squares Based and Two-Stage Least Squares Based Iterative Estimation Algorithms for H-FIR-MA Systems

2015 ◽  
Vol 2015 ◽  
pp. 1-8 ◽  
Author(s):  
Zhenwei Shi ◽  
Zhicheng Ji
Keyword(s):  
Least Squares ◽  
Iterative Algorithm ◽  
Impulse Response ◽  
Finite Impulse Response ◽  
Moving Average ◽  
Two Stage ◽  
Iterative Estimation ◽  
Estimation Algorithms ◽  
Two Stage Least Squares

This paper studies the identification of Hammerstein finite impulse response moving average (H-FIR-MA for short) systems. A new two-stage least squares iterative algorithm is developed to identify the parameters of the H-FIR-MA systems. The simulation cases indicate the efficiency of the proposed algorithms.

scholarly journals Model Persamaan Simultan pada Analisis Hubungan Kemiskian dan PDRB

2014 ◽  
Vol 5 (2) ◽  
pp. 810
Author(s):  
Rokhana Dwi Bekti ◽  
David David ◽  
Gita N ◽  
Priscillia Priscillia ◽  
Serlyana Serlyana
Keyword(s):  
Economic Growth ◽  
Least Squares ◽  
Least Squares Estimation ◽  
Two Stage ◽  
Two Stage Least Squares ◽  
Regional Product ◽  
The Relationship ◽  
Simultaneous Model

Simultaneous model is a model for some equation which have simultaneous relationships. It was often found in econometrics, such as the relationship between Gross Domestic Regional Product (GDRP) and poverty. GDP is a common indicator that can be used to determine the economic growth occurred in region. Meanwhile, poverty is one of the indicators to measure the society welfare. Information about these relathionships were important to perform the relathionsips between GDP and poverty. So this research conducted an analysis to obtain simultaneous models between GDRP and poverty. Estimation of the parameters used is Two-Stage Least Squares Estimation (2SLS). The data used are 33 provinces in Indonesia at 2010. By α = 5%, it was conclude that variable which significant effect on GDRP is poverty, export, and import. Meanwhile, the variables that significantly affect poverty are population. The simultaneous model (α = 5%) also conclude that there is no simultaneous relationship between GDRP and poverty. However, with α = 25%, there is a simultaneous relationship between GDRP and poverty.

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