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Dynamic equivalence principle in linear rational expectations models,
Stephane Gauthier, from HAL (2003)
Keywords: linear rational expectations models,dynamic equivalence principle
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Estimation of variance components in dynamic linear models,
Shelemyahu Zacks and Xiaodong Wang, in Statistics & Probability Letters (1999)
Keywords: Dynamic linear model Kalman filter Variance components
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Linear System Challenges of Dynamic Factor Models,
Brian D. O. Anderson, Manfred Deistler and Marco Lippi, in Econometrics (2022)
Keywords: dynamic factor model; high-dimensional time series; linear systems theory
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Dynamic linear models with adaptive discounting,
Alisa Yusupova, Nicos G. Pavlidis and Efthymios Pavlidis, in International Journal of Forecasting (2023)
Keywords: Dynamic linear model; Adaptive discount factor; Parameter instability; Housing market; Forecast combination;
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Generalized dynamic linear models for financial time series,
Campagnoli Patrizia, Muliere Pietro and Petrone Sonia, from Department of Economics, University of Insubria
Keywords: dynamic linear models; conditionally gaussian models; Kalman filter; stochastic regressors; stochastic volatility; GARcH models.

Estimating concave substitution possibilities with non-stationary data using the dynamic linear logit demand model,
Timothy J. Considine, in Economic Modelling (2018)
Keywords: Dynamic; Substitution; Concavity; Linear logit model;
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Fast Control-Oriented Dynamic Linear Model of Wind Farm Flow and Operation,
Jonas Kazda and Nicolaos Antonio Cutululis, in Energies (2018)
Keywords: wind farm; dynamic flow model; control; linear; prediction; Kalman filter
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Short- to medium-run forecasting of mobility with dynamic linear models,
Trond Husby and Hans Visser, in Demographic Research (2021)
Keywords: internal migration, dynamic linear model, short- to medium-term forecast, COVID-19
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Modeling a Linear Dynamic System for Consumption, Income and Inflation Rate in Austria,
Gerhard Thury, from WIFO (1995)
Keywords: Modeling a Linear Dynamic System for Consumption, Income and Inflation Rate in Austria
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Optimal Asset Allocation with Multivariate Bayesian Dynamic Linear Models,
Carlos Carvalho, Jared Fisher and Davide Pettenuzzo, from Brandeis University, Department of Economics and International Business School (2018)
Keywords: Optimal asset allocation, Bayesian econometrics, Dynamic Linear models
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On GMM estimation of linear dynamic panel data models,
Markus Fritsch, from University of Passau, Faculty of Business and Economics (2019)
Keywords: GMM, linear dynamic panel data model, identi cation, large sample properties, inference
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Recursive Models of Dynamic Linear Economies,
Lars Hansen and Thomas Sargent, from Princeton University Press (2013)
Keywords: mathematical, tool, dynamic, optimization, estimation, filtering, linear economies, recursive, models, price, quanitity, quantities, consumer, analysis, economic theory, econometrics, mathematics, equilibria, linea, quadratic, Gaussian, markets, MATLAB

Pdynmc - An R-package for estimating linear dynamic panel data models based on linear and nonlinear moment conditions,
Markus Fritsch, Andrew Adrian Yu Pua and Joachim Schnurbus, from University of Passau, Faculty of Business and Economics (2019)
Keywords: panel data, linear dynamic model, generalized method of moments, linear moment conditions, nonlinear moment conditions, R
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A note on transformed likelihood approach in linear dynamic panel models,
Luca Grassetti, in Statistical Methods & Applications (2011)
Keywords: Linear dynamic panel data model, Fixed effect model, Random effects model, Transformed likelihood approach,
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On Aggregation of Linear Dynamic Models,
Mohammad Pesaran, from Faculty of Economics, University of Cambridge (1999)
Keywords: Aggregation, Heterogeneous dynamic models, Long memory, Life cycle models under habit formation
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Solving non-linear dynamic models (more) efficiently: application to a simple monetary policy model,
Shalva Mkhatrishvili, Douglas Laxton, Davit Tutberidze, Tamta Sopromadze, Saba Metreveli, Lasha Arevadze, Tamar Mdivnishvili and Giorgi Tsutskiridze, from National Bank of Georgia (2019)
Keywords: Non-linear dynamic models, Solution methods, Monetary policy
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Mexican peso-USD exchange rate: A switching linear dynamical model application,
Dayna P. Saldaña-Zepeda, Ciro Velasco-Cruz and Víctor H. Torres-Preciado, in International Economics (2020)
Keywords: Switching linear dynamical model;Hidden Markov models;Exchange rate volatility;Exchange rate regime
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Mexican peso-USD exchange rate: A switching linear dynamical model application,
Dayna P. Saldaña-Zepeda, Ciro Velasco-Cruz and Víctor H. Torres-Preciado, in International Economics (2020)
Keywords: Switching linear dynamical model; Hidden Markov models; Exchange rate volatility; Exchange rate regime;
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Dynamic linear models for policy monitoring. The case of maternal and neonatal mortality in Ghana,
Atinuke Adebanji, David Rios Insua and Fabrizio Ruggeri, in Socio-Economic Planning Sciences (2022)
Keywords: Policy monitoring; Bayesian forecasting; Dynamic linear models; Millennium development goals; Maternal mortality; Neonatal mortality;
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Sensitivity analysis and model order reduction for random linear dynamical systems,
Roland Pulch, E. Jan W. ter Maten and Florian Augustin, in Mathematics and Computers in Simulation (MATCOM) (2015)
Keywords: Linear dynamical systems; Differential algebraic equations; Sensitivity analysis; Model order reduction; Polynomial chaos;
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Model order reduction and low-dimensional representations for random linear dynamical systems,
Roland Pulch, in Mathematics and Computers in Simulation (MATCOM) (2018)
Keywords: Linear dynamical systems; Orthogonal expansion; Polynomial chaos; Model order reduction; Hardy norms;
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Bayesian dynamic linear model for growth of corrosion defects on energy pipelines,
Shenwei Zhang and Wenxing Zhou, in Reliability Engineering and System Safety (2014)
Keywords: Pipeline; Metal-loss corrosion; Bayesian dynamic linear model; In-line inspection; Measurement error;
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IDENTIFIABILITY IN MULTIVARIATE DYNAMIC LINEAR ERRORS-IN- VARIABLES MODELS,
E. Nowak, from Southern California - Department of Economics (1989)
Keywords: dynamic analysis ; measurement ; models

Dynamic model linearization of two shafts gas turbine via their input/output data around the equilibrium points,
Nadji Hadroug, Ahmed Hafaifa, Abdellah Kouzou and Ahmed Chaibet, in Energy (2017)
Keywords: Linearization; Linear dynamic model; Gas turbine; Input/output data; Equilibrium point;
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Assessing dynamic effects on a Bayesian matrix-variate dynamic linear model: An application to task-based fMRI data analysis,
Johnatan Cardona Jiménez and Carlos A. de B. Pereira, in Computational Statistics & Data Analysis (2021)
Keywords: Bayesian inference; Dynamic linear models; Monte Carlo integration; Task-based fMRI;
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On Dynamic Generalized Linear Models with Applications,
Sourish Das and Dipak K. Dey, in Methodology and Computing in Applied Probability (2013)
Keywords: Count data, Dynamic model, Information processing, Kalman filter, Particle filter, Poisson models
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Testing a linear dynamic panel data model against nonlinear alternatives,
Yoon-Jin Lee, in Journal of Econometrics (2014)
Keywords: Conditional heteroskedasticity,; Degenerate U-statistics; Dynamic panel data model; Generalized spectral derivative; Joint limit asymptotics; Linearity; Martingale; Specification testing;
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Dynamic Characteristics and Demonstration of an Integrated Linear Engine Generator with Alternative Electrical Machines,
Ramin Moeini Korbekandi, Nick J. Baker, Mehmet C. Kulan, Aslan S. Jalal, Dawei Wu and Mingqiang Li, in Energies (2022)
Keywords: linear engine generator; linear machine; coupled dynamic model; permanent magnet linear generator
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Blanchard and Kahn’s (1980) solution for a linear rational expectations model with one state variable and one control variable: the correct formula,
Robert Kollmann and Stefan Zeugner, from University Library of Munich, Germany (2016)
Keywords: linear dynamic rational expectations model, model solution
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Approximate solutions to dynamic models: Linear methods,
Harald Uhlig, from Humboldt University Berlin, Collaborative Research Center 649: Economic Risk (2006)
Keywords: numerical methods, linear solution method, loglinearization, dynamic stochastic general equilibrium methods, recursive law of motion
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Practical aspects of using quadratic moment conditions in linear dynamic panel data models,
Andrew Adrian Yu Pua, Markus Fritsch and Joachim Schnurbus, from University of Passau, Faculty of Business and Economics (2019)
Keywords: panel data, linear dynamic model, quadratic moment conditions, root selection, standard asymptotics, inference
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Linear Dynamic Panel Data Models: Exploring the Patent-R&D Relationship in Europe,
Laura Magazzini, from Springer (2023)
Keywords: Linear panel data, Dynamic modeling, GMM, Maximum likelihood, Bias-corrected methods

A Proposed Estimator for Dynamic Probit Models,
Wei Gao, Qiwei Yao and Wicher Bergsman, from University Library of Munich, Germany (2013)
Keywords: Dynamic and static probit models; Panel data; Generalized Linear models
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Global stochastic properties of dynamic models and their linear approximations,
Ana Babus and Casper de Vries, in Journal of Economic Dynamics and Control (2010)
Keywords: Linearization ARCH process Real business cycles model Stochastic difference equation
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Global Stochastic Properties of Dynamic Models and their Linear Approximations,
Ana Babus and Casper de Vries, from Tinbergen Institute (2010)
Keywords: Linearization; ARCH process; Real business cycles model; Stochastic difference equation
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A Comparison of Alternative Instrumental Variables Estimators of Dynamic Linear Model,
Kenneth West and David Wilcox, from Wisconsin Madison - Social Systems (1994)
Keywords: instrumental variables ; linear models ; econometrics

Dynamic modeling under linear-exponential loss,
Stanislav Anatolyev, in Economic Modelling (2009)
Keywords: Linear-exponential loss Optimal predictor Quasi-maximum likelihood Multiplicative error model Autoregressive conditional durations
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Dynamic modeling under linear-exponential loss,
Stanislav Anatolyev, from Center for Economic and Financial Research (CEFIR) (2006)
Keywords: Linear-exponential loss, optimal predictor, quasi maximum likelihood, multiple error model, autoregressive conditional durations
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Dynamic modeling under linear-exponential loss,
Stanislav Anatolyev, from New Economic School (NES) (2006)
Keywords: Linear-exponential loss, optimal predictor, quasi maximum likelihood, multiple error model, autoregressive conditional durations
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Efficient Space–Time Reduced Order Model for Linear Dynamical Systems in Python Using Less than 120 Lines of Code,
Youngkyu Kim, Karen Wang and Youngsoo Choi, in Mathematics (2021)
Keywords: space–time reduced order model; Python codes; proper orthogonal decomposition; linear dynamical systems; least-squares Petrov–Galerkin projection; error bound
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Score-driven non-linear multivariate dynamic location models,
Szabolcs Blazsek and Adrian Licht, from Universidad Carlos III de Madrid. Departamento de Economía (2017)
Keywords: Dynamic conditional score (DCS) models
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Recursive linear models of dynamic economies,
Lars Hansen and Thomas Sargent, in Proceedings (1993)
Keywords: Econometric models

DYNAMIC POLICY SIMULATION OF LINEAR MODELS WITH RATIONAL EXPECTATIONS OF FUTURE EVENTS: A COMPUTER PACKAGE,
Markink, A.J. and Frederick (Rick) van der Ploeg, from Tilburg - Center for Economic Research (1989)
Keywords: simulation ; linear models

SPREGDPD: Stata module to estimate Spatial Panel Arellano-Bond Linear Dynamic Regression: Lag & Durbin Models,
Emad Shehata and Sahra Mickaiel, from Boston College Department of Economics (2013)
Keywords: Regression , Spatial , Panel , Cross Sections , Linear Dynamic Panel Regression , Han-Philips (2010) Linear Dynamic Panel Regression , Arellano-Bond Linear Dynamic Panel Regression , Arellano-Bond (1991) Linear Dynamic Panel Regression , Arellano-Bover/Blundell-Bond (1995, 1998) System Panel Regression , Direct Marginal Effects , Elasticities , Random-Effects (RE) , Fixed-Effects (FE) , Between-Effects (BE) , Moran MI Spatial Error Test , Spatial Panel Aautocorrelation Tests , Panel Heteroscedasticity Tests , Panel Non Normality Tests , Spatial Lag Panel Model , Spatial Durbin Panel Model
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Dynamic model of vibrating plate coupled with a granule bed,
Jinlu Dong, Jianhong Fang, Jingwu Pan, Guangyang Hong and Jian Li, in Chaos, Solitons & Fractals (2022)
Keywords: Dynamic model; Granule bed; Vibration; Impact force; Non-linear dynamics;
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Dynamic Linear Models with Markov-Switching,
Chang-Jin Kim, from York (Canada) - Department of Economics (1991)
Keywords: econometrics ; information ; economic models

Dynamic Linear Models for Heterogeneous Panels,
Mohammad Pesaran, Ronald Smith and K.S. Im, from Faculty of Economics, University of Cambridge (1995)
Keywords: economic models ; econometrics

Dynamic Bayesian beta models,
C.Q. da-Silva, H.S. Migon and L.T. Correia, in Computational Statistics & Data Analysis (2011)
Keywords: Dynamic models Beta distribution Logistic-normal distribution Generalized linear models Bayesian analysis
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A mixed integer linear programming model for dynamic supplier and carrier selection problems,
Purnawan Adi Wicaksono, I. Nyoman Pujawan and Erwin Widodo, in International Journal of Procurement Management (2019)
Keywords: dynamic supplier selection; carrier selection; mixed integer linear programming; MILP; delivery performance.
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Joint modelling wind speed and power via Bayesian Dynamical models,
Victor E.L.A. Duca, Thais C.O. Fonseca and Fernando Luiz Cyrino Oliveira, in Energy (2022)
Keywords: Latent Gaussian process; Dynamic linear model; Dynamic truncated gamma model; Wind speed; Wind power; Bayesian forecasting;
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Applicability of linear models in modeling dynamic behavior of alkaline water electrolyzer stack,
Lauri Järvinen, Pietari Puranen, Vesa Ruuskanen, Antti Kosonen, Jero Ahola and Pertti Kauranen, in Renewable Energy (2024)
Keywords: Alkaline water electrolysis; Power quality; Waveform analysis; Dynamic modeling;
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Proposed linear-mathematical model for configuring cell and designing unequal-area facility layout in dynamic cellular manufacturing system,
Afsaneh Nouri Houshyar, Zulkiflle Bin Leman, Moh Khairol Anuar Mohd Ariffin, Napsiah Ismail, Hojat Pakzad Moghadam and Hossein Iranmanesh, in International Journal of Industrial and Systems Engineering (2016)
Keywords: cellular manufacturing systems; dynamic CMS; cell formation; machine layout; DCMS; linear mathematical modelling; cell configuration; cell design; unequal-area facility layout; manufacturing cells.
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Modeling Sustained Educational Change With Panel Data: The Case for Dynamic Multiplier Analysis,
David Kaplan, in Journal of Educational and Behavioral Statistics (2002)
Keywords: Keywords: dynamic multipliers; education policy; linear statistical models
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Dynamic asymmetries in house price cycles: A generalized smooth transition model,
Alessandra Canepa and Emilio Zanetti Chini, in Journal of Empirical Finance (2016)
Keywords: House price cycles; Dynamic asymmetries; Non-linear models; Forecasting;
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An Algorithm for Prior Elicitation in Dynamic Bayesian Models for Proportions with the Logit Link Function,
James D. Santos and José M. J. Costa, in Methodology and Computing in Applied Probability (2019)
Keywords: Dynamic generalized linear models for proportions, Prior elicitation, Root-finding algorithms
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A dynamic input-output model with explicit new and old technologies: an application to the UK,
Volodymyr Ryaboshlyk, in Economic Systems Research (2006)
Keywords: Progress, dynamic input-output models, business cycle, linear and nonlinear programming,
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Testing underidentification in linear models, with applications to dynamic panel and asset pricing models,
Frank Windmeijer, in Journal of Econometrics (2024)
Keywords: Overidentification; Underidentification; Rank tests; Dynamic panel data models; Asset pricing models;
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Partially linear models,
Wolfgang Härdle, Hua LIang and Jiti Gao, from University Library of Munich, Germany (2000)
Keywords: Partially linear model
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Bias-Corrected Instrumental Variable Estimation in Linear Dynamic Panel Data Models,
Weihao Chen and Pavel Cizek, from Tilburg University, Center for Economic Research (2023)
Keywords: bias correction; dynamic panel data models; endogeneity; instrumental variables
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Bayesian dynamic variable selection in high dimensions,
Dimitris Korobilis and Gary Koop, from University Library of Munich, Germany (2020)
Keywords: dynamic linear model; approximate posterior inference; dynamic variable selection; forecasting
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Bayesian dynamic variable selection in high dimensions,
Gary Koop and Dimitris Korobilis, from Business School - Economics, University of Glasgow (2020)
Keywords: dynamic linear model; approximate posterior inference; dynamic variable selection; forecasting
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A Threshold Model of Monetary Policy,
Michael D. Bradley & Dennis W. Jansen, from Society for Computational Economics (2005)
Keywords: Monentary Policy, Non-linear Dynamic Model

Testing Parametric versus Semiparametric Modelling in Generalized Linear Models,
W.K. Härdle, E. Mammen and M.D. Müller, from Tilburg University, Center for Economic Research (1996)
Keywords: linear models
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Link prediction based on linear dynamical response,
Hua Gao, Jianbin Huang, Qiang Cheng, Heli Sun, Baoli Wang and He Li, in Physica A: Statistical Mechanics and its Applications (2019)
Keywords: Complex networks; Link prediction; Linear dynamical response;
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Linear Programming Formulation for Strategic Dynamic Traffic Assignment,
S. Waller, David Fajardo, Melissa Duell and Vinayak Dixit, in Networks and Spatial Economics (2013)
Keywords: Dynamic traffic assignment, Demand uncertainty, Linear programming,
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Discovering the dynamic behavior of unknown systems using fuzzy logic,
A. Javier Barragán, Juan M. Enrique, Antonio J. Calderón and José M. Andújar, in Fuzzy Optimization and Decision Making (2018)
Keywords: Dynamic analysis, Dynamic systems, Equilibrium states, Fuzzy model, Linearization, Oscillations
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The Piecewise Constant/Linear Solution for Dynamic User Equilibrium,
František Kolovský and Ivana Kolingerová, in Networks and Spatial Economics (2022)
Keywords: Dynamic user equilibrium, Piecewise linear, Piecewise constant, Dynamic traffic assignment
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Generalized Linear Models for Flexible Parametric Modeling of the Hazard Function,
Benjamin Kearns, Matt D. Stevenson, Kostas Triantafyllopoulos and Andrea Manca, in Medical Decision Making (2019)
Keywords: dynamic survival models; fractional polynomials; frailty models; generalized additive models; generalized linear mixed models; splines; survival analysis; time to event
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A Toolbox for the Numerical Study of Linear Dynamic Rational Expectations Models,
P. Marcelo Oviedo, from University Library of Munich, Germany (2005)
Keywords: RBC models; Solution method; Toolbox of Matlab functions; Log- linear approximation techniques
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A Bayesian Generalized Linear Model for Crimean–Congo Hemorrhagic Fever Incidents,
Duchwan Ryu, Devrim Bilgili, Önder Ergönül, Faming Liang and Nader Ebrahimi, in Journal of Agricultural, Biological and Environmental Statistics (2018)
Keywords: Bayesian generalized linear model, Data augmentation, Dynamically weighted importance sampling, Radial basis function networks, Spatiotemporal model
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Optimal Control of Linear Dynamic Systems,
Alexis Lazaridis, from Palgrave Macmillan (2015)
Keywords: Optimal Control Problem, Noise Vector, Linear Dynamic System, Generalize Inverse Matrix, Autonomous Linear System

Chaotic Solutions in Dynamic Linear Programming,
Kazuo Nishimura and Mokoto Yano, from Springer (2012)
Keywords: Linear Programming Problem, Chaotic Dynamical System, Chaotic Solution, Cyclical Path, Optimal Dynamical System

Tests for Dynamic Effects in Linear Panel Data Models,
Walter Sosa Escudero and Federico Zincenko, from Universidad de San Andres, Departamento de Economia (2008)
Keywords: Dynamic panel, Random effects, Error components, Local misspecification, testing
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A non-linear dynamic model of the variance risk premium,
Bjørn Eraker and Jiakou Wang, in Journal of Econometrics (2015)
Keywords: VIX; Semi-nonparametric diffusion; VIX futures; GMM; MLE; Non-linear asset pricing;
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Using Pollutant and not-Pollutant Capital into a dynamic analysis of Environment-Economic integrated models: a critical approach,
Loreno Cecconi, from Department of Economics, University of Siena (2015)
Keywords: Dynamic linear-systems, Dynamic non-linear systems, linearization of non-linear system, Jacobian matrix, Environment-economic integrated models, pollutant and non-pollutant capital, pollution stock, Government abatement policy
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A dynamic parameterization modeling for the age-period-cohort mortality,
P. Hatzopoulos and S. Haberman, in Insurance: Mathematics and Economics (2011)
Keywords: Cohort Mortality forecasting Generalized linear models Sparse principal component analysis Factor analysis Dynamic linear regression Bootstrap confidence intervals
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Arnoldi model reduction for switched linear systems,
Kouki Mohamed, Abbes Mehdi and Mami Abdelkader, in International Journal of Operational Research (2016)
Keywords: model order reduction; Krylov subspace; multiple points moment matching; hybrid dynamic systems; Arnoldi model reduction; switched linear systems.
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Some linear models are necessarily parametric,
Abram Kagan and Lawrence A. Shepp, in Statistics & Probability Letters (1998)
Keywords: Linear models L2-theory
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Moment Restrictions and Identification in Linear Dynamic Panel Data Models,
Tue Gørgens, Chirok Han and Sen Xue, in Annals of Economics and Statistics (2019)
Keywords: Dynamic Panel Data Models, Fixed Effects, Identification, Generalized Method of Moments, Arellano-Bond Estimator
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A dynamic linear model with extended skew-normal for the initial distribution of the state parameter,
Celso Rômulo Barbosa Cabral, Cibele Queiroz da-Silva and Helio S. Migon, in Computational Statistics & Data Analysis (2014)
Keywords: Dynamic models; Skew-normal distribution; Bayesian analysis; Kalman filter; Gibbs sampler;
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A Simple Open Economy Model: A Non-Linear Dynamic Approach,
Jan Kodera and Tran Van Quang, in European Financial and Accounting Journal (2017)
Keywords: Uncovered interest rate parity, Money market dynamics, Limit cycle, Exchange rate dynamics, Dynamic model
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Estimation of dynamic linear models in short panels with ordinal observation,
Stephen Pudney, from Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2005)
Keywords: Dynamic panel data models, ordinal variables, simulated maximum likelihood, GHK simulator, BHPS
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Asymptotic distributions of the quadratic GMM estimator in linear dynamic panel data models,
Tue Gorgens, Chirok Han and Sen Xue, from Australian National University, College of Business and Economics, School of Economics (2016)
Keywords: Dynamic panel data models, fixed effects, generalized method of moments, nonstandard limiting distributions
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Moment restrictions and identification in linear dynamic panel data models,
Tue Gorgens, Chirok Han and Sen Xue, from Australian National University, College of Business and Economics, School of Economics (2016)
Keywords: Dynamic panel data models, fixed effects, identification, generalized method of moments, Arellano-Bond estimator.
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Semiparametric Estimation of Partially Linear Dynamic Panel Data Models with Fixed Effects,
Liangjun Su and Yonghui Zhang, from Emerald Group Publishing Limited (2016)
Keywords: Fredholm integral equation, generated covariate, GMM, local polynomial regression, partially linear model; Sieve method, C14, C33, C36
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Estimation for a linear growth model,
M. P. Quine and J. Robinson, in Statistics & Probability Letters (1992)
Keywords: Linear growth model estimation Poisson
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Feedback Control Techniques for a Discrete Dynamic Macroeconomic Model with Extra Taxation: An Algebraic Algorithmic Approach,
Stelios Kotsios, in Mathematics (2023)
Keywords: computational algebra; linear discrete dynamical systems; linear feedback; model matching; macroeconomical dynamics
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Pattern recognition using enhanced non-linear time-series models for predicting dynamic real-time decision making environments,
S. Uma and A. Chitra, in International Journal of Business Information Systems (2012)
Keywords: predictions; extended hybrid dimensionality reduction; nonlinear time series models; high low algorithms; non-overlapping algorithms; clustering algorithms; dynamic decision making; pattern recognition; real-time; knowledge extraction; time dependent data analysis; science; engineering; high dimensionality; time series representations; noise control; non-linear data sets; non-linear stock; intraday behaviour; k-means clustering; cluster analysis; MINDIST; minimum distance metric; SAX; symbolic aggregate approximation; business information systems.
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Bayesian linear prediction in finite populations,
Heleno Bolfarine, in Annals of the Institute of Statistical Mathematics (1990)
Keywords: Bayes linear prediction, parameter dependent error variance, mixed linear model, dynamic superpopulation model,
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Likelihood ratio testing in linear state space models: An application to dynamic stochastic general equilibrium models,
Ivana Komunjer and Yinchu Zhu, in Journal of Econometrics (2020)
Keywords: Linear Gaussian state space models; Likelihood ratio test; Bartlett adjustment;
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Variational Bayes inference in high-dimensional time-varying parameter models,
Gary Koop and Dimitris Korobilis, from University Library of Munich, Germany (2018)
Keywords: dynamic linear model; approximate posterior inference; dynamic variable selection; forecasting
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Variational Bayes inference in high-dimensional time-varying parameter models,
Gary Koop and Dimitris Korobilis, from Rimini Centre for Economic Analysis (2018)
Keywords: dynamic linear model, approximate posterior inference, dynamic variable selection, forecasting
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A Consistent Test for Linearity in Partially Linear Regression Models,
Qi Li, from University of Guelph, Department of Economics and Finance (1994)
Keywords: linear models ; tests ; regression analysis

Identification and Estimation of Nonstationary Dynamic Binary Choice Models,
Cheng Chou, Geert Ridder and Ruoyao Shi, from University of California at Riverside, Department of Economics (2024)
Keywords: dynamic binary choice model, Markov property, linear system, identification, semiparametric estimation
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Solving and simulating unbalanced growth models using linearization about the current state,
Kerk L. Phillips, in Economics Letters (2017)
Keywords: Dynamic stochastic general equilibrium; Linearization methods; Numerical simulation; Computational techniques; Simulation modeling; Unbalanced growth;
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Joint segmentation of multivariate Gaussian processes using mixed linear models,
F. Picard, E. Lebarbier, E. Budinskà and S. Robin, in Computational Statistics & Data Analysis (2011)
Keywords: Segmentation Mixed linear model Multivariate Gaussian process Dynamic programming EM algorithm
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BAYESIAN PREDICTION WITH LINEAR DYNAMIC MODEL: PRINCIPLE AND APPLICATION,
Yun Li, Luiz Moutinho, Kwaku K Opong and Yang Pang, from World Scientific Publishing Co. Pte. Ltd. (2015)
Keywords: Quantitative Analysis, Modeling, Marketing Management, Statistical Modelling, Computer Modelling, Memetic Algorithm, Structural Equation Modelling, Artificial Neural Networks,
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Modeling and optimization of HVAC systems using a dynamic neural network,
Andrew Kusiak and Guanglin Xu, in Energy (2012)
Keywords: HVAC; Data-driven modeling; Dynamic neutral network; Multi-objective particle swarm optimization; Non-linear model;
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Estimation for dynamic and static panel probit models with large individual effects,
Wei Gao, Wicher Bergsma and Qiwei Yao, from London School of Economics and Political Science, LSE Library (2017)
Keywords: Dynamic probit regression; generalized linear models; panel data; probit models; static probit regression
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Dynamic models for space-time prediction via Karhunen-Loève expansion,
Lara Fontanella and Luigi Ippoliti, in Statistical Methods & Applications (2003)
Keywords: Kalman filter, ARIMA models, Karhunen-Loève expansion, Dynamic linear model, Kriging
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