超大分布滞后模型

Mario Arturo Ruiz Estrada, Evangelos Koutronas, Ross W. Knippenberg
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引用次数: 0

摘要

本文试图描述分布滞后模型在无限坐标空间中的图形行为。“超大分布滞后模型”(MDL)是一个数学框架,可以检查所有相关变量之间的同时相互关系。多维图形设置同时揭示了所有非线性暴露——滞后变量和因变量之间的响应依赖和延迟效应——二维图形无法捕捉到这些。在Omnia Mobilis假设下,每个分布滞后函数相对于时间和空间进行索引。Mega分布滞后模型观察全运动中的多个趋势,其最终输出(决定因素)称为“jim系数”。因此,本文试图分析不同的滞后分布模型方法,以帮助构建我们的新模型。在计量经济学中,超大分布滞后模型(MDL)正从经典的二维和三维图形建模向多维图形建模发展。最后,这个模型是早期在经济经济学领域所探索的模型的延伸。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
The Mega Distributed Lag Model
This paper attempts to describe the graphical behavior of the distributed lag model in an infinite coordinate space. The “mega distributed lag model” (MDL) is a mathematical framework that can examine the simultaneous interrelationships between all involved variables. The multidimensional graphical setting simultaneously reveals all non-linear exposure — response dependencies and delayed effects between lagged and dependent variables — which two-dimensional figures overwhelmingly fail to capture. Under the Omnia Mobilis assumption, each distribution lag function is indexed with respect to time and space. The Mega distributed lag model observes multiple trends in full motion, the final output (determinant) of which is called “the JIM-coefficient”. Hence, this paper tries to analyze different approaches of lag distribution models that can help in the construction of our new model. The mega distributed lag model (MDL) is moving from the uses of the classic 2-dimensional and 3-dimensional graphical modeling to a multidimensional graphical modeling in Econometrics. Finally, this model is an extension of those explored earlier in the field of Econographicology.
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