scholarly journals Bayesian estimation of time series lags and structure

2002 ◽  
Author(s):  
Jeffrey D. Scargle
Keyword(s):  
Time Series ◽  
Bayesian Estimation ◽  
Estimation Of Time

scholarly journals What To Do (and Not to Do) with Time-Series Cross-Section Data

1995 ◽  
Vol 89 (3) ◽  
pp. 634-647 ◽  
Author(s):  
Nathaniel Beck ◽  
Jonathan N. Katz
Keyword(s):  
Time Series ◽  
Cross Section ◽  
Generalized Least Squares ◽  
Monte Carlo Analysis ◽  
Standard Errors ◽  
Comparative Political Economy ◽  
Section Data ◽  
Alternative Estimator ◽  
Estimation Of Time ◽  
Least Squares Approach

We examine some issues in the estimation of time-series cross-section models, calling into question the conclusions of many published studies, particularly in the field of comparative political economy. We show that the generalized least squares approach of Parks produces standard errors that lead to extreme overconfidence, often underestimating variability by 50% or more. We also provide an alternative estimator of the standard errors that is correct when the error structures show complications found in this type of model. Monte Carlo analysis shows that these “panel-corrected standard errors” perform well. The utility of our approach is demonstrated via a reanalysis of one “social democratic corporatist” model.

United Estimation of Time Delay and Frequency Drift in XNAV

2014 ◽  
Vol 565 ◽  
pp. 187-193
Author(s):  
Zhen Ni He ◽  
Bao Jun Fei ◽  
Guo Zheng Yao ◽  
Jian Du
Keyword(s):  
Time Series ◽  
Time Delay ◽  
Order Approximation ◽  
Least Square Method ◽  
Least Square ◽  
Frequency Drift ◽  
Smoothing Process ◽  
Standard Profile ◽  
Estimation Of Time ◽  
Navigation Information

The original navigation information of XNAV is the arrival time series of X-ray photons received by spacecraft. The key issue is to estimate parameters,including time delay, frequency drift and change rate of the observed profile by comparing it with corresponding standard profile in “folding process”. This paper illustrates the equation of equiphase point in time series of photons, and gets the initial approximate value of time delay and frequency drift by Larsson cycle folding and coherent function methods. Higher-order approximation is obtained by least square method, and more precise value is calculated by cyclic iteration. Simulation result indicates our method can achieve high precision even without noise eliminating and smoothing process. The proposed method, maybe kind of complicate, it proves the feasibility of XNAV.

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