Essays about: "Model Parameter Estimation"

Showing result 1 - 5 of 143 essays containing the words Model Parameter Estimation.

  1. 1. Automated Simulation and Parameter Estimation of Chromatography Processes

    University essay from Lunds universitet/Kemiteknik (CI)

    Author : Johan Olsson; [2019]
    Keywords : chemical engineering; kemiteknik; Technology and Engineering;

    Abstract : Preparative chromatography is an important separation technique in downstream processing for several industries. It has the ability to separate two or more component from each other to achieve high purity. READ MORE

  2. 2. Econometric Features of Models Used in Aid Allocation Studies

    University essay from Lunds universitet/Statistiska institutionen

    Author : Sandra Ågren; [2019]
    Keywords : Heckman s two step model Tobit model Multiple linear regression Aid allocation; Mathematics and Statistics;

    Abstract : Research of aid allocation deals with a dependent variable, received aid expressed in absolute or relative terms, that is equal to zero for numerous observations. This is because donor countries tend to target specific countries for their allocation, leaving the rest of the countries without any development assistance. READ MORE

  3. 3. Are GARCH Models Appropriate for Analysing Volatility Structures in Fundamental Valuations of the OMXS30?

    University essay from Lunds universitet/Statistiska institutionen

    Author : Gustav Furenmo; [2019]
    Keywords : GARCH; OMXS30; financial time series; volatility; heteroscedasticity; stationarity; McLeod-Li test; normal distribution; student-t distribution; skewed student-t distribution; generalised error distribution; skewed generalised error distribution; Mathematics and Statistics;

    Abstract : This thesis investigates the volatility structures found in forward-looking fundamental valuations of the Swedish stock index OMXS30. The evaluated data constitutes daily observations of P/E ratios based on twelve months earnings estimates during the period 2009-01-02 until 2018-10-18. READ MORE

  4. 4. Factors triggering currency and banking crises, An empirical study of Latin America during 1990-2010

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Viktor Jakobsson; [2018]
    Keywords : Latin America; Currency crisis; Banking crisis; Binary choice model; Panel data model; Incidental parameter problem; Business and Economics;

    Abstract : This paper examines factors that triggered widespread currency and banking crises in Latin America during 1990-2010 by looking at specific macroeconomic and financial variables. The paper aim to contribute to the vast literature of financial crises by distinguishing itself in three ways. READ MORE

  5. 5. Frequentist Model Averaging For Functional Logistic Regression Model

    University essay from Uppsala universitet/Statistiska institutionen

    Author : Shi Jun; [2018]
    Keywords : Model selection; Classification; Mean squared error; Monte Carlo simulation; Quadratic programming;

    Abstract : Frequentist model averaging as a newly emerging approach provides us a way to overcome the uncertainty caused by traditional model selection in estimation. It acknowledges the contribution of multiple models, instead of making inference and prediction purely based on one single model. READ MORE