Author: Publisher:
ISBN:
Category :
Languages : en
Pages :
Book Description
Flexible Specification and Robust Estimation of Input Demand Systems
Author: Demand System Specification and Estimation
Author: Publisher:
ISBN: 0195356438
Category : Consumer behavior
Languages : en
Pages : 234
Book Description
This study of demand analysis links economic theory to empirical analysis. It demonstrates how theory can be used to specify equation systems suitable for empirical analysis, and discusses demand systems estimation using both per capita time series and household budget data.
Optimal and Robust Estimation
Author: Frank L. LewisPublisher: CRC Press
ISBN: 1420008293
Category : Technology & Engineering
Languages : en
Pages : 546
Book Description
More than a decade ago, world-renowned control systems authority Frank L. Lewis introduced what would become a standard textbook on estimation, under the title Optimal Estimation, used in top universities throughout the world. The time has come for a new edition of this classic text, and Lewis enlisted the aid of two accomplished experts to bring the book completely up to date with the estimation methods driving today's high-performance systems. A Classic Revisited Optimal and Robust Estimation: With an Introduction to Stochastic Control Theory, Second Edition reflects new developments in estimation theory and design techniques. As the title suggests, the major feature of this edition is the inclusion of robust methods. Three new chapters cover the robust Kalman filter, H-infinity filtering, and H-infinity filtering of discrete-time systems. Modern Tools for Tomorrow's Engineers This text overflows with examples that highlight practical applications of the theory and concepts. Design algorithms appear conveniently in tables, allowing students quick reference, easy implementation into software, and intuitive comparisons for selecting the best algorithm for a given application. In addition, downloadable MATLAB® code allows students to gain hands-on experience with industry-standard software tools for a wide variety of applications. This cutting-edge and highly interactive text makes teaching, and learning, estimation methods easier and more modern than ever.
Demand System Specification and Estimation
Author: Robert Andrew PollakPublisher:
ISBN: 9780197710036
Category : Consumer behavior
Languages : en
Pages : 0
Book Description
This is a book on demand analysis that links economic theory to empirical analysis. The first part shows how theory can be used to specify equation systems suitable for empirical analysis. The second part discusses demand systems estimation using both per capita time series data and household budget data.
Demand Systems Estimation
Author: Stanley R. JohnsonPublisher: Ames : Iowa State University Press
ISBN:
Category : Business & Economics
Languages : en
Pages : 200
Book Description
Fast, "robust", and Approximately Correct
Author: Bernard SalaniéPublisher:
ISBN:
Category : Econometric models
Languages : en
Pages : 80
Book Description
Many econometric models used in applied work integrate over unobserved heterogeneity. We show that a class of these models that includes many random coefficients demand systems can be approximated by a "small-sigma" expansion that yields a straightforward 2SLS estimator. We study in detail the models of market shares popular in empirical IO ("macro BLP"). Our estimator is only approximately correct, but it performs very well in practice. It is extremely fast and easy to implement, and it accommodates to misspecifications in the higher moments of the distribution of the random coefficients. At the very least, it provides excellent starting values for more commonly used estimators of these models.
Specification and Estimation of Demand Systems with Limited Dependent Variables
Author: Lung-Fei LeeRobust Estimation
Author: Jeroen HinloopenPublisher:
ISBN:
Category : Ellipsoid
Languages : en
Pages : 64
Book Description
Specification and Estimation of Dynamic Demand Systems
Author: Robert A. PollakPublisher:
ISBN:
Category : Consumption (Economics)
Languages : en
Pages : 27
Book Description
Feedback Control Theory
Author: John C. DoylePublisher: Courier Corporation
ISBN: 0486318338
Category : Technology & Engineering
Languages : en
Pages : 264
Book Description
An excellent introduction to feedback control system design, this book offers a theoretical approach that captures the essential issues and can be applied to a wide range of practical problems. Its explorations of recent developments in the field emphasize the relationship of new procedures to classical control theory, with a focus on single input and output systems that keeps concepts accessible to students with limited backgrounds. The text is geared toward a single-semester senior course or a graduate-level class for students of electrical engineering. The opening chapters constitute a basic treatment of feedback design. Topics include a detailed formulation of the control design program, the fundamental issue of performance/stability robustness tradeoff, and the graphical design technique of loopshaping. Subsequent chapters extend the discussion of the loopshaping technique and connect it with notions of optimality. Concluding chapters examine controller design via optimization, offering a mathematical approach that is useful for multivariable systems.