3 citations
7 papers
Estimation of linear autoregressive models with Markov-switching, the E.M. algorithm revisited
Joseph Rynkiewicz
This work concerns estimation of linear autoregressive models with Markov-switching using expectation maximisation (E.M.) algorithm. Our method generalise the method introduced by…
Efficient Estimation of Multidimensional Regression Model with Multilayer Perceptron
Joseph Rynkiewicz
This work concerns estimation of multidimensional nonlinear regression models using multilayer perceptron (MLP). The main problem with such model is that we have to know the covari…
Testing the number of parameters with multidimensional MLP
Joseph Rynkiewicz
This work concerns testing the number of parameters in one hidden layer multilayer perceptron (MLP). For this purpose we assume that we have identifiable models, up to a finite gro…
Traitement Des Donnees Manquantes Au Moyen De L'Algorithme De Kohonen
Marie Cottrell, Smail Ibbou, Patrick Letrémy
Nous montrons comment il est possible d'utiliser l'algorithme d'auto organisation de Kohonen pour traiter des données avec valeurs manquantes et estimer ces dernières. Après un rap…
Neural Network and Segmented Labour Market
Patrice Gaubert, Marie Cottrell
In France, for administrative reasons, unemployed workers may actually be involved in occasional work while remaining identified as unemployed (and receiving the corresponding bene…
A Dynamic Analysis of Segmented Labor Market
Patrice Gaubert, Marie Cottrell
Using the Panel Study of Income Dynamics data on the period 1982-1992, this paper investigates some mechanisms of the labor market in the United States. This market is analyzed as…