Forecasting with balanced state space representations of multivariate distributed lag models

A procedure for estimating state space models for multivariate distributed lag processes is described. It involves singular value decomposition techniques and yields an internally balanced state space representation which has attractive properties. Following the specifications of a forecasting competition, the approach is applied to generate ex-post forecasts for US real GNP growth rates. The forecasts of the estimated state space model are compared to those of twelve econometric models and an ARIMA model.     

On the existence of generalized inverse estimators in a singular system of equations

This paper deals with estimation problems in the context of singular systems of equations. It provides the necessary and sufficient conditions for the existence of restricted estimators as a routine extension of the standard theory of restricted least squares estimation. The paper also provides the means for carrying out tests of hypotheses on subsets of restrictions imposed on the system by explicitly providing an expression for the (appropriate) Lagrange multipliers.     

The situation of causality

Causality in the abstract is a grand theme. We take it up when we want to penetrate to the bottom of things to understand general laws that govern the working at the world of the deepest and most detailed level.In this essay, I argue for a more situated understanding of causality. To counter our desire for ever greater generality, I suggest that causal relations, even those that hold only on average, require context. To counter our desire for ever greater detail, I suggest that causal relations may exist only at a certain level of granularity.     

带有变换及共轭的奇异积分方程

讨论了一类带有变换及共轭的奇异积分方程的求解问题。应用解析函数积分表达式将奇异积分方程化为一个边值问题，对其求解并迭代，最后将其归结为一类Ｆｒｅｄｈｏｌｍ方程。     

关于一类平面五次动力系统奇点类型的几个定理

本文对平面五次动力系统无穷远奇点的类型进行了研究,给出了几个关于无穷远奇点类型的定理。对文献[1]、[2]、[3]、[4]中平面二次系统和平面三次系统奇点类型的结论进行了推广。     

奇异增长曲线模型中最小二乘估计的有效性

研究了奇异增长曲线模型中均值矩阵的最小二乘估计的效率问题，给出了均值矩阵的最小二乘估计相对于最佳线性无偏估计的偏差估计，定义了均值矩阵的最小二乘估计相对于最佳线性无偏估计的相对效率，并给出了它们的上界．     

可对角化矩阵特征值扰动的一个估计式

把Hermite矩阵的特征值扰动的估计式推广到可对角化类,从而得到一个新的特征值扰动的估计式.     

核密度为Hw^v（E）类时开口弧段上奇异积分关于积分曲线的稳定性

设E是复平面上的有界单连通区域，Г=ab是E内的一条Lyapunov开口弧段，当核密度φ(t)∈Hw^v(E)时，我们讨论了奇异积分：(Sφ)(t)=1/m∫Г φ(τ)/τ-t dτ t∈Г-{a，b}在Г发生某种Lyapunov扰动后的稳定性问题，其中包括误差估计和收敛性定理。     

OrlicZ序列空间中的弱收敛与弱紧性

本文首先讨论了奇异泛函的范数可达性以及Ｏｒｌｉｃｚ空间的共轭空间的单位球的端点特征，再利用Ｒａｉｎｗａｔｅｒ定理，给出空间中点到弱收敛和点集弱紧的判别准则。     

一类生化反应系统的定性分析

本文对生化反应系统dx/dt=Ax-xy~2dy/dt=B xy~2-(Vy/(K y))进行了定性分析,完满地解决了其极限环的存在性和唯一性问题.