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Showing result 1 - 5 of 92 swedish dissertations matching the above criteria.

  2. 1. Nonlinear dynamics and smooth transition models

    Author : Andrés González Gómez; Handelshögskolan i Stockholm; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES;

    Abstract : During the last few years nonlinear models have been a very active area of econometric research: new models have been introduced and existing ones generalized. To a large extent, these developments have concerned models in which the conditional moments are regime-dependent. READ MORE

  4. 2. Modelling macroeconomic time series with smooth transition autoregressions

    Author : Joakim Skalin; Handelshögskolan i Stockholm; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES;

    Abstract : Among the parametric nonlinear time series model families, the smooth transition regression (STR) model has recently received attention in the literature. The considerations in this dissertation focus on the univariate special case of this model, the smooth transition autoregression (STAR) model, although large parts of the discussion can be easily generalised to the more general STR case. READ MORE

  5. 3. Smooth transitions in macroeconomic relationships

    Author : Ann-Charlotte Eliasson; Handelshögskolan i Stockholm; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

    Abstract : The purpose of this thesis is to explore the possibilities and advantages of describing macroeconomic relationships with a certain well-defined class of parametric nonlinear econometric models, called smooth transition regressions (STR). An STR model is a flexible nonlinear specification with a continuum of regimes. READ MORE

  6. 4. Common features in vector nonlinear time series models

    Author : Dao Li; Sune Karlsson; Kenneth Carling; Thomas Holgersson; Örebro universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; nonliearity; time series; econometrics; smooth transition; common features; cointegration; forecasting; residual-based; ppp; Statistics; Statistik; Complex Systems – Microdata Analysis;

    Abstract : This thesis consists of four manuscripts in the area of nonlinear time series econometrics on topics of testing, modeling and forecasting nonlinear common features. The aim of this thesis is to develop new econometric contributions for hypothesis testing and forecasting in thesearea.Both stationary and nonstationary time series are concerned. READ MORE

  7. 5. Gap waveguide for packaging microstrip filters & investigation of transitions from planar technologies to ridge gap waveguide

    Author : Astrid Algaba Brazalez; Chalmers tekniska högskola; []
    Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; parallel plate mode; coupled line filter; microstrip circuit; packaging; Artificial magnetic conductor AMC ; perfect magnetic conductor PMC ; gap waveguide; transition.; coplanar waveguide CPW ;

    Abstract : Gap waveguide technology has proved to constitute an effective alternative for the design of microwave passive components, due to its advantages with respect to traditional planar technologies and standard waveguides. There is no requirement for conductive contact between the two different metal pieces making up a gap waveguide prototype, since one of these pieces makes use of a textured surface that eliminates any possible leakage of the field through the gap to the surface of the other metal piece above it. READ MORE