Displaying 4 results from an estimated 4 matches for "zha".
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ha
2008 Jun 01
2
how to analyze time series structures?
...tock exchange determine foreign stock
exchange; however, lag values and spot values of the foreign stock exchange
affect Turkish stock exchange movement.
To calculate the standard errors of the impulse response functions, I
should use the modified error bands of Bernanke, Hall, Leeper, Sims and Zha
(1996) for the maximum likelihood estimation (MLE).
Data structure(time series);
for ISE and DJIA
daily closing prices from 01.01.1989 to 01.01.2008 in excel format.
Also I should provide following spec.;
*should fill the missing variables.
*the lag order of the identified VAR model is 5 as sugge...
2009 Jun 11
1
Cluster analysis, defining center seeds or number of clusters
...this is not an easy problem. I have looked at principal components
(princomp, prcomp) because there is a connection with cluster analysis. It
is not obvious to me how to program that connection though.
http://en.wikipedia.org/wiki/Principal_Component_Analysis
http://ranger.uta.edu/~chqding/papers/Zha-Kmeans.pdf
http://ranger.uta.edu/~chqding/papers/KmeansPCA1.pdf
Thanks in advance,
Alex van der Spek
1999 Dec 20
1
nonlinear least square optimization
...alent to it but with a different name? I'm
planning to move part of my from S to R so that I can work comfortablely
at home. Any suggestion is highly appreciated.
regards,
Tony
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Tony Q. Zhang
Micro-electronics Lab. rm422
Electrical and Computer Engineering
University of Central Florida
Orlando, FL 32816
Office: (407)823-5376
Home: (407)273-3502
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2009 Jul 23
1
[PATCH server] changes required for fedora rawhide inclusion.
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