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2017年5G网络的商业模式和技术经济分析研讨会（Workshop on Business models and techno-economic analysis for 5G networks）
2017年 5G网络 商业模式 技术经济分析 研讨会
2017/5/22
The workshop is co-organized by the following 5GPPP projects: CHARISMA, SESAME, COHERENT, VirtuWind, NORMA, 5GEx, SPEED-5G, SELFNET and mmMAGIC.This workshop will focus on relevant business- and techn...
ESTIMATION PROBLEMS IN MODELS WITH SPATIAL WEIGHTING MATRICES WHICH HAVE BLOCKS OF EQUAL ELEMENTS
SPATIAL WEIGHTING MATRICES HAVE BLOCKS EQUAL ELEMENTS
2015/9/24
Spatial models whose weighting matrices have blocks of equal elements might be considered if units are viewed as equally distant within certain neighborhoods, but unrelated between neighborhoods. We g...
Panel data models with spatially correlated error components
Panel data model Spatial model Error component model
2015/9/24
In this paper we consider a panel data model with error components that are both spatially andtime-wise correlated. The model blends specifications typically considered in the spatial literaturewith t...
Spatial models with spatially lagged dependent variables and incomplete data
Spatial models Missing data Instrumental variable estimation
2015/9/24
The purpose of this paper is to suggest estimators for the parameters of spatial models containing a spatially lagged dependent variable, as well as spatially lagged independent variables, and an inco...
The relative efficiencies of various predictors in spatial econometric models containing spatial lags
Spatial models with spatial lags Optimal and suboptimal prediction efficiencies BLUP Kriging
2015/9/24
The purpose of this paper is to describe prediction efficiencies of various suboptimal predictors relative to the efficient (kriging) minimum mean square error predictor in spatial models containing s...
Specification and estimation of spatial autoregressive models with autoregressive and heteroskedastic disturbances
Spatial dependence Heteroskedasticity Cliff–Ord model Two-stage least squares Generalized moments estimation Asymptotics
2015/9/24
This study develops a methodology of inference for a widely used Cliff–Ord type spatial model containing spatial lags in the dependent variable, exogenous variables, and the disturbance terms, while a...
Finite sample properties of estimators of spatial autoregressive models with autoregressive disturbances
Spatial autoregressive models ordinary least squares two-stage least squares maximum likelihood finite sample distribution
2015/9/24
The article investigates the finite sample properties of estimators for spatial autoregressive models where the disturbance terms may follow a spatial autoregressive process. In particular we investig...
Obtaining Analytic Derivatives for a Class of Discrete-Choice Dynamic Programming Models
Analytic Derivatives Discrete-Choice Dynamic Programming Models
2015/9/18
This paper shows how to recursively calculate analytic first and second derivatives of the likelihood function generated by a popular version of a discrete-choice, dynamic programming model, allowing ...
A Criterion for Multiperiod Controls in Economic Models with Unknown Parameters
Multiperiod Controls Economic Models
2015/8/5
A Criterion for Multiperiod Controls in Economic Models with Unknown Parameters.
On An Efficient Two-Step Estimator for Dynamic Simultaneous Equation Models with Autoregressive Errors
Dynamic Simultaneous Equation Models Autoregressive Errors
2015/8/5
On An Efficient Two-Step Estimator for Dynamic Simultaneous Equation Models with Autoregressive Errors.
Conditions for Unique Solutions in Stochastic Macroeconomic Models with Rational Expectations
Unique Solutions Stochastic Macroeconomic Models
2015/8/5
This paper examines conditions for the uniqueness of an equilibrium price distribution in
stochastic macroeconomic models with rational expectations. A model is developed in
which many price distrib...
Econometric Models of Criminal Behavior: A Review.
Solution and Maximum Likelihood Estimation of Dynamic Nonlinear Rational Expectations Models
Solution and Maximum Likelihood Estimation of Dynamic Nonlinear Rational Expectations Models
2015/8/5
A solution method and an estimation method for nonlinear rational expectations
models are presented in this paper. The solution method can be used in forecasting and
policy applications and can hand...
Estimation and Solution of Linear Rational Expectations Models Using a Polynomial Matrix Factorization
Linear Rational Expectations Models Polynomial Matrix Factorization
2015/8/4
Estimation and Solution of Linear Rational Expectations Models Using a Polynomial Matrix Factorization.
Rational Expectations Models in Macroeconomics.