Estimating Differential Equation Models On Time Series
Some Simulation Evidence
Bibliographic Data
| ID | 2331393 |
|---|---|
| Authors | P Doreian (0000-0002-3301-7840, University of Pittsburgh), Norman P Hummon (University of Pittsburgh), Norman Hummon (University of Pittsburgh) |
| Year | 1979 |
| Volume | 8 |
| Issue | 1 |
| Pages | 3-33 |
| Publication date | 1979-08-01 |
| Peer Reviewed | Yes |
| Open Access | Yes |
| Type | ARTICLE |
| Venue | Sociological Methods & Research (JOURNAL) |
| Journal identifiers | ISSN: 0049-1241 • E-ISSN: 1552-8294 |
| Publisher | SAGE Publications Inc (PUBLISHER) |
| DOI | 10.1177/004912417900800101 |
| OpenAlex | W1974423231 |
| Language | EN |
| Citations received | 3 |
| References cited | 8 |
This paper explores the statistical properties of estimates proposed by Doreian and Hummon (1976) for systems of simultaneous differential equation systems. Since these procedures are iterative and computationally burdensome, alternative simpler methods are also explored via Monte Carlo Simulations. The simpler methods provide reasonably good diagnostics as to whether or not the more com plicated procedures are worthwhile. Problems of autocorrelation, interequation linkage, and error variance are systematically varied, and the effects of these varia tions on the parameter estimates are detailed
Algorithm · Autocorrelation · Differential equation · Econometrics · Mathematical optimization · Monte Carlo method · Series (stratigraphy) · Statistics · Variance (accounting) · Applied Mathematics · Complex Systems and Time Series Analysis · Computer Science · Mathematics
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| Unique citing works | 3 |
|---|---|
| Citations per year | 0,09 |
| Citation span | 1991 - 2012 (22) |
| Citation velocity | historical |
| Highly cited | No |
| Citation types | Neutral: 3 |