"A New Light from Old Wisdoms : Alternative Estimation Methods of Simultaneous Equations with Possibly Many Instruments" [PDF]
We compare four dffierent estimation methods for a coefficient of a linear structural equation with instrumental variables. As the classical methods we consider the limited information maximum likelihood (LIML) estimator and the two-stage least squares ...
Naoto Kunitomo +2 more
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Derivation and Application of a New Transmission Loss Formula for Power System Economic Dispatch
Energies, 2018 The expression and calculation of transmission loss (TL) play key roles for solving the power system economic dispatch (ED) problem. ED including TL must compute the total TL and incremental transmission loss (ITL) by executing power flow equations ...
Wei-Tzer Huang +7 more
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Approximating the Distribution of the Instrumental Variables Estimator when the Concentration Parameter is Small. [PDF]
This paper presents a new approximation to the exact sampling distribution of the instrumental variables estimator in simultaneous equations models. It differs from many of the approximations currently available, Edgeworth expansions for example, in that
C. L. Skeels, D. S. Poskitt
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Bifurcation of Periodic Solutions of the Mackey– Glass Equation
Моделирование и анализ информационных систем, 2016 We study the bifurcation of the equilibrium states of periodic solutions for the Mackey– Glass equation. This equation is considered as a mathematical model of changes in the density of white blood cells.
E. P. Kubyshkin, A. R. Moryakova
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Simultaneous exact controllability for Maxwell equations and for a second-order hyperbolic system
Electronic Journal of Differential Equations, 2010 We present a result on "simultaneous" exact controllability for two models that describe two hyperbolic dynamics. One is the system of Maxwell equations and the other a vector-wave equation with a pressure term.
Boris V. Kapitonov +1 more
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Simulated Maximum Likelihood Estimation of the Linear Expenditure System with Binding Non-Negativity Constraints [PDF]
This paper discusses issues on the estimation of consumer demand equations subject to binding non-negative constraints. We propose computationally feasible specifications and a simulated maximum likelihood (SML) method for demand systems. Our study shows
Lung-fei Lee, Chihwa Kao, Mark M. Pitt
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حسابداری و شفافیت مالیPurpose: A good disclosure improves the accuracy of analysts' forecasts of future years' profits. Companies disclose information either compulsorily or voluntarily. The Securities and Exchange Organization, as the operator of the capital market, has
Akram Taftiyan
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EMPIRICAL LIKELIHOOD ESTIMATORS OF THE LINEAR SIMULTANEOUS EQUATIONS MODEL
Information theoretic estimators are specified for a system of linear simultaneous equations, including maximum empirical likelihood, maximum empirical exponential likelihood, and maximum log Euclidean likelihood.
Judge, George G. +2 more
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Massive Parallelization of Multibody System Simulation
Acta Polytechnica, 2012 This paper deals with the decrease in CPU time necessary for simulating multibody systems by massive parallelization. The direct dynamics of multibody systems has to be solved by a system of linear algebraic equations.
Michael Valášek, Ladislav Mráz
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systemfit: A Package for Estimating Systems of Simultaneous Equations in R
Many statistical analyses (e.g., in econometrics, biostatistics and experimental design) are based on models containing systems of structurally related equations.
Arne Henningsen, Jeff D. Hamann
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