scholarly journals General decay estimate for a two-dimensional plate equation with time-varying feedback and time-varying coefficient

2021 ◽  
Vol 12 ◽  
pp. 100219
Author(s):  
Johnson D. Audu ◽  
Soh Edwin Mukiawa ◽  
Dilberto S. Almeida
Keyword(s):  
Decay Estimate ◽  
General Decay ◽  
Time Varying ◽  
Two Dimensional ◽  
Plate Equation ◽  
Varying Coefficient

scholarly journals Estimating latent group structure in time-varying coefficient panel data models

2019 ◽  
Author(s):  
Jia Chen
Keyword(s):  
Panel Data ◽  
Data Models ◽  
Panel Data Models ◽  
Time Varying ◽  
Clustering Method ◽  
Varying Coefficient ◽  
Varying Coefficients ◽  
Time Varying Coefficients ◽  
Latent Group ◽  
Group Structures

Summary This paper studies the estimation of latent group structures in heterogeneous time-varying coefficient panel data models. While allowing the coefficient functions to vary over cross-sections provides a good way to model cross-sectional heterogeneity, it reduces the degree of freedom and leads to poor estimation accuracy when the time-series length is short. On the other hand, in a lot of empirical studies, it is not uncommon to find that heterogeneous coefficients exhibit group structures where coefficients belonging to the same group are similar or identical. This paper aims to provide an easy and straightforward approach for estimating the underlying latent groups. This approach is based on the hierarchical agglomerative clustering (HAC) of kernel estimates of the heterogeneous time-varying coefficients when the number of groups is known. We establish the consistency of this clustering method and also propose a generalised information criterion for estimating the number of groups when it is unknown. Simulation studies are carried out to examine the finite-sample properties of the proposed clustering method as well as the post-clustering estimation of the group-specific time-varying coefficients. The simulation results show that our methods give comparable performance to the penalised-sieve-estimation-based classifier-LASSO approach by Su et al. (2018), but are computationally easier. An application to a panel study of economic growth is also provided.

General decay synchronization of complex multi-links time-varying dynamic network

2019 ◽  
Vol 67 ◽  
pp. 108-123 ◽  
Author(s):  
Mingwen Zheng ◽  
Lixiang Li ◽  
Haipeng Peng ◽  
Jinghua Xiao ◽  
Yixian Yang ◽  
...  
Keyword(s):  
Dynamic Network ◽  
General Decay ◽  
Time Varying

A NOTE ON MUTH'S RATIONAL EXPECTATIONS HYPOTHESIS: A TIME-VARYING COEFFICIENT INTERPRETATION

2006 ◽  
Vol 10 (3) ◽  
pp. 415-425 ◽  
Author(s):  
P.A.V.B. SWAMY ◽  
GEORGE S. TAVLAS
Keyword(s):  
Rational Expectations ◽  
Econometric Model ◽  
Objective Probability ◽  
Varying Coefficient Models ◽  
Time Varying ◽  
Exact Representation ◽  
Expectations Hypothesis ◽  
Varying Coefficient ◽  
True Model ◽  
Necessary And Sufficient

Under certain interpretations of its coefficients, a specified econometric model is an exact representation of the “true” model, defining the “objective” probability distribution. This note enumerates these interpretations. In the absence of the conditions implied by these interpretations, the econometric model is misspecified. The note shows that model misspecifications prevent the satisfaction of a necessary and sufficient condition for individual expectations to be rational in Muth's sense. Whereas restrictive forms of econometric models can give very inaccurate predictions, this note describes the conditions under which the predictions generated from time-varying coefficient models coincide with the predictions generated from the relevant economic theory.

scholarly journals Doppler spectrum of microwave SAR signals from two-dimensional time-varying sea surface

2016 ◽  
Vol 30 (10) ◽  
pp. 1265-1276 ◽  
Author(s):  
Yunhua Wang ◽  
Yanmin Zhang ◽  
Huimin Li ◽  
Ge Chen
Keyword(s):  
Sea Surface ◽  
Doppler Spectrum ◽  
Time Varying ◽  
Two Dimensional
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