Author: Bertrand CandelonPublisher:
ISBN:
Category :
Languages : en
Pages : 0
Book Description
Testing for Parameter Stability in Dynamic Models Across Frequencies
Author: Bertrand CandelonParameter Stability Testing for Multivariate Dynamic Time-varying Models
Author: Jiti GaoDynamic Stability of Space Vehicles: Full scale testing for flight control parameters, by D. R. Lukens
Author: General Dynamics CorporationPublisher:
ISBN:
Category : Stability of space vehicles
Languages : en
Pages : 60
Book Description
Dynamic Stability of Space Vehicles. Volume 4 - Full Scale Testing for Flight Control Parameters
Author: Structural Vector Autoregressive Analysis
Author: Lutz KilianPublisher: Cambridge University Press
ISBN: 1107196574
Category : Business & Economics
Languages : en
Pages : 757
Book Description
This book discusses the econometric foundations of structural vector autoregressive modeling, as used in empirical macroeconomics, finance, and related fields.
Models for the Interpretation of Frequency Stability Measurements
Author: James A. BarnesPublisher:
ISBN:
Category : Frequency stability
Languages : en
Pages : 48
Book Description
IBSS: Economics: 2006 Vol. 55
Author: British Library of Political and Economic Science StaffPublisher: Routledge
ISBN: 9780415447171
Category : Business & Economics
Languages : en
Pages : 664
Book Description
First published in 2007. Routledge is an imprint of Taylor & Francis, an informa company.
Testing for Parameter Instability in Competing Modeling Frameworks
Author: Francesco CalvoriPublisher:
ISBN:
Category :
Languages : en
Pages : 40
Book Description
We develop a new parameter stability test against the alternative of observation driven generalized autoregressive score dynamics. The new test generalizes the ARCH-LM test of Engle (1982) to settings beyond time-varying volatility and exploits any autocorrelation in the likelihood scores under the alternative. We compare the test's performance with that of alternative tests developed for competing time-varying parameter frameworks, such as structural breaks and observation driven parameter dynamics. The new test has higher and more stable power against alternatives with frequent regime switches or with non-local parameter driven time-variation. For parameter driven time variation close to the null or for infrequent structural changes, the test of Muller and Petalas (2010) performs best overall. We apply all tests empirically to a panel of losses given default over the period 1982-2010 and find significant evidence of parameter variation in the underlying beta distribution.
Frequency-response Analysis of Steam Voids to Sinusoidal Power Modulation in a Thin-walled Boiling Water Coolant Channel
Author: Carl C. St. PierrePublisher:
ISBN:
Category : Boiling water reactors
Languages : en
Pages : 150
Book Description
Power System Dynamics
Author: Ramanujam, R.Publisher: PHI Learning Pvt. Ltd.
ISBN: 8120335252
Category : Technology & Engineering
Languages : en
Pages : 529
Book Description
This comprehensive text offers a detailed treatment of modelling of components and sub-systems for studying the transient and dynamic stability of large-scale power systems. Beginning with an overview of basic concepts of stability of simple systems, the book is devoted to in-depth coverage of modelling of synchronous machine and its excitation systems and speed governing controllers. Apart from covering the modelling aspects, methods of interfacing component models for the analysis of small-signal stability of power systems are presented in an easy-to-understand manner. The book also offers a study of simulation of transient stability of power systems as well as electromagnetic transients involving synchronous machines. Practical data pertaining to power systems, numerical examples and derivations are interspersed throughout the text to give students practice in applying key concepts. This text serves as a well-knit introduction to Power System Dynamics and is suitable for a one-semester course for the senior-level undergraduate students of electrical engineering and postgraduate students specializing in Power Systems. Contents: contents Preface 1. ONCE OVER LIGHTLY 2. POWER SYSTEM STABILITY—ELEMENTARY ANALYSIS 3. SYNCHRONOUS MACHINE MODELLING FOR POWER SYSTEM DYNAMICS 4. MODELLING OF OTHER COMPONENTS FOR DYNAMIC ANALYSIS 5. OVERVIEW OF NUMERICAL METHODS 6. SMALL-SIGNAL STABILITY ANALYSIS OF POWER SYSTEMS 7. TRANSIENT STABILITY ANALYSIS OF POWER SYSTEMS 8. SUBSYNCHRONOUS AND TORSIONAL OSCILLATIONS 9. ENHANCEMENT AND COUNTERMEASURES Index