Estimation Of Stochastic Input Output Models
Download Estimation Of Stochastic Input Output Models full books in PDF, epub, and Kindle. Read online free Estimation Of Stochastic Input Output Models ebook anywhere anytime directly on your device. Fast Download speed and no annoying ads. We cannot guarantee that every ebooks is available!
Author | : S.D. Gerking |
Publisher | : Springer Science & Business Media |
Total Pages | : 98 |
Release | : 2012-12-06 |
Genre | : Business & Economics |
ISBN | : 1461343623 |
This monograph is a revision of my Indiana University doctoral disserta tion which was completed in April, 1975. Thanks are, therefore, due to the members of my doctoral committee: Saul Pleeter (Chairman), David J. Behling, R. Jeffery Green, Richard L. Pfister, and Elmus Wicker for their helpful comments on previous versions of the manuscript. In addition, I am indebted to the Division of Research and to the Office of Research and Advanced Studies at Indiana University for financial support. As the reader will observe, the techniques developed in Chapters 3 and 4 of this monograph are illustrated using input-output data from West Virginia. These data were generously made available by William H. Miernyk, Director of the Regional Research Institute at West Virginia University. I also wish to acknowledge the Bureau of Business and Eco nomic Research at Arizona State University for providing two research assistants, Kevin A. Nosbisch and Tom R. Rex, who aided in processing the West Virginia data. A third research assistant, Phillip M. Cano, also worked on this project as part of an independent study program taken under my direction during the spring semester of 1975. Finally, I must thank Mary Holguin and Margaret Shumway who expertly typed the final copy of the manuscript. Despite the efforts of all the individuals mentioned above, I assume responsibility for any errors which may remain.
Author | : S. D. Gerking |
Publisher | : |
Total Pages | : 0 |
Release | : 1975 |
Genre | : |
ISBN | : |
Author | : Shelby Delos Gerking |
Publisher | : |
Total Pages | : |
Release | : 1876 |
Genre | : Estimation theory |
ISBN | : |
Author | : P. R. Kumar |
Publisher | : SIAM |
Total Pages | : 371 |
Release | : 2015-12-15 |
Genre | : Mathematics |
ISBN | : 1611974259 |
Since its origins in the 1940s, the subject of decision making under uncertainty has grown into a diversified area with application in several branches of engineering and in those areas of the social sciences concerned with policy analysis and prescription. These approaches required a computing capacity too expensive for the time, until the ability to collect and process huge quantities of data engendered an explosion of work in the area. This book provides succinct and rigorous treatment of the foundations of stochastic control; a unified approach to filtering, estimation, prediction, and stochastic and adaptive control; and the conceptual framework necessary to understand current trends in stochastic control, data mining, machine learning, and robotics.
Author | : Howard M. Taylor |
Publisher | : Academic Press |
Total Pages | : 410 |
Release | : 2014-05-10 |
Genre | : Mathematics |
ISBN | : 1483269272 |
An Introduction to Stochastic Modeling provides information pertinent to the standard concepts and methods of stochastic modeling. This book presents the rich diversity of applications of stochastic processes in the sciences. Organized into nine chapters, this book begins with an overview of diverse types of stochastic models, which predicts a set of possible outcomes weighed by their likelihoods or probabilities. This text then provides exercises in the applications of simple stochastic analysis to appropriate problems. Other chapters consider the study of general functions of independent, identically distributed, nonnegative random variables representing the successive intervals between renewals. This book discusses as well the numerous examples of Markov branching processes that arise naturally in various scientific disciplines. The final chapter deals with queueing models, which aid the design process by predicting system performance. This book is a valuable resource for students of engineering and management science. Engineers will also find this book useful.
Author | : Subal C. Kumbhakar |
Publisher | : Cambridge University Press |
Total Pages | : 348 |
Release | : 2003-03-10 |
Genre | : Business & Economics |
ISBN | : 1107717302 |
Modern textbook presentations of production economics typically treat producers as successful optimizers. Conventional econometric practice has generally followed this paradigm, and least squares based regression techniques have been used to estimate production, cost, profit and other functions. In such a framework deviations from maximum output, from minimum cost and cost minimizing input demands, and from maximum profit and profit maximizing output supplies and input demands, are attributed exclusively to random statistical noise. However casual empiricism and the business press both make persuasive cases for the argument that, although producers may indeed attempt to optimize, they do not always succeed. This book develops econometric techniques for the estimation of production, cost and profit frontiers, and for the estimation of the technical and economic efficiency with which producers approach these frontiers. Since these frontiers envelop rather than intersect the data, and since the authors continue to maintain the traditional econometric belief in the presence of external forces contributing to random statistical noise, the work is titled Stochastic Frontier Analysis.
Author | : Thijs ten Raa |
Publisher | : Cambridge University Press |
Total Pages | : 211 |
Release | : 2006-01-19 |
Genre | : Business & Economics |
ISBN | : 1139447807 |
Input-output analysis is the main tool of applied equilibrium analysis. This textbook provides a systematic survey of the most recent developments in input-output analysis and their applications, helping us to examine questions such as: which industries are competitive? What are the multiplier effects of an investment program? How do environmental restrictions impact on prices? Linear programming and national accounting are introduced and used to resolve issues such as the choice of technique, the comparative advantage of a national economy, its efficiency and dynamic performance. Technological and environmental spillovers are analysed, both at the national level (between industries) and the international level (the measurement of globalisation effects). The book is self-contained, but assumes some familiarity with calculus, matrix algebra, and the microeconomic principle of optimizing behaviour. Exercises and review questions are included at the end of each chapter, and solutions at the end of the book.
Author | : Thijs ten Raa |
Publisher | : Edward Elgar Publishing |
Total Pages | : 513 |
Release | : 2017-06-30 |
Genre | : Business & Economics |
ISBN | : 178347632X |
In this authoritative Handbook, leading experts from international statistical offices and universities explain in detail the treatment and role of input-output statistics in the System of National Accounts. Furthermore, they address the derivation of input-output coefficients for the purpose of economic and environmental modeling, the building of applied general equilibrium models, the use of these models for efficiency analysis, and the extensions to stochastic and dynamic input-output analysis. As well as revealing and exploring the theoretical foundations, the Handbook also acts as a useful guide for practitioners.
Author | : Thijs ten Raa |
Publisher | : World Scientific |
Total Pages | : 568 |
Release | : 2010 |
Genre | : Business & Economics |
ISBN | : 9812833668 |
Collects and unifies the author's and the co-authors' research papers on national accounting, input-output coefficients, economic theory, dynamic models, stochastic analysis, and performance analysis.
Author | : Subal C. Kumbhakar |
Publisher | : Cambridge University Press |
Total Pages | : 375 |
Release | : 2015-01-26 |
Genre | : Business & Economics |
ISBN | : 1316194493 |
A Practitioner's Guide to Stochastic Frontier Analysis Using Stata provides practitioners in academia and industry with a step-by-step guide on how to conduct efficiency analysis using the stochastic frontier approach. The authors explain in detail how to estimate production, cost, and profit efficiency and introduce the basic theory of each model in an accessible way, using empirical examples that demonstrate the interpretation and application of models. This book also provides computer code, allowing users to apply the models in their own work, and incorporates the most recent stochastic frontier models developed in academic literature. Such recent developments include models of heteroscedasticity and exogenous determinants of inefficiency, scaling models, panel models with time-varying inefficiency, growth models, and panel models that separate firm effects and persistent and transient inefficiency. Immensely helpful to applied researchers, this book bridges the chasm between theory and practice, expanding the range of applications in which production frontier analysis may be implemented.