Essays about: "Indirect Inference"

Showing result 1 - 5 of 7 essays containing the words Indirect Inference.

  1. 1. A Bandit Approach to Indirect Inference

    University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)

    Author : Erik Ildring; Felix Steinberger Eriksson; [2023]
    Keywords : ;

    Abstract : We present a novel approach to the family of parameter estimation methods known asindirect inference (II), using results from bandit optimization, a sub-field of reinforcementlearning concerned with stateless Markov decision processes (MDPs). First, we present theproblem of indirect inference and show how it may be cast into the general framework ofMDPs. READ MORE

  3. 2. Comparison of Indirect Inference and the Two Stage Approach

    University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)

    Author : Victor Hernadi; Leandro Carocca Jeria; [2022]
    Keywords : Geometric Brownian Motion; Drift; Volatility; Indirect Inference; Two Stage Approach; Parameter Estimation; Stock Price Prediction;

    Abstract : Parametric models are used to understand dynamical systems and predict its future behavior. It is difficult to estimate the model’s parametric values since there are usually many parameters and they are highly correlated. READ MORE

  4. 3. System Identification of continuous-time systems with quantized output data using indirect inference

    University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)

    Author : Frida Persson; [2021]
    Keywords : System Identification; Indirect Inference; Continuous-Time Systems; Identification of Non- Linear systems; Hammerstein system.; Systemidentifiering; Tidskontinuerliga system; Icke-linjära system; Hammerstein system.;

    Abstract : Continuous-time system identification is an important subject with applications within many fields. Many physical processes are continuous in time. Therefore, when identifying a continuous-time model, we can use our insight into the system to decide the system structure and have a direct interpretation of the parameters. READ MORE

  5. 4. Decentralization: a double-edged sword? : A comparative case study on decentralization and its influence on ethnic conflict and secessionism

    University essay from Uppsala universitet/Institutionen för freds- och konfliktforskning

    Author : Andrés Durante; [2018]
    Keywords : decentralization; ethnic conflict; secessionism; autonomy; power sharing;

    Abstract : This study evaluates the influence of decentralization on ethnic conflict and secessionism. There is little agreement in the existing literature, as several scholars argue for regional autonomy as an effective method of conflict resolution while other scholars argue that decentralization exacerbates ethnic conflict by reinforcing ethnic identities and promoting ethnic mobilization. READ MORE

  6. 5. On the Determinants of Underwriting in Swedish Equity Offerings

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Martin Lundborg Regnér; Carl Johan Tedroff; [2017]
    Keywords : Business and Economics;

    Abstract : This thesis studies the choice of floatation method using a dataset based on 703 public offerings in Sweden between 2006 and 2017. A logistic model is utilised to study the determinants of underwriting, an ordinary least square model to estimate the direct cost of floatation, and the cost of underwriting is estimated using the Heckman sample selection model. READ MORE