Dorans Methodology
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1. STATE SPACE MODELS WITH RESTRICTIONS IN COMPONENTS OF INTEREST: APPLICATIONS IN DYNAMIC STYLE ANALYSIS FOR BRAZILIAN INVESTMENT FUNDS / MODELOS EM ESPAÇO DE ESTADO COM RESTRIÇÕES NAS COMPONENTES DE INTERESSE: APLICAÇÕES EM ANÁLISE DINÂMICA DE ESTILO PARA FUNDOS DE INVESTIMENTO BRASILEIROS
This Dissertation aims, in a frequentist way, to discuss technologies for imposing restrictions in non-observable components associated with an arbitrary State Space (SS) model. The text scope ranges from procedures proposed originally by Howard Doran for equality, linear or non- linear, time invariant or time varying restrictions in a linear SS model, to ad
Publicado em: 2004