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Abstract

This paper addresses the issue of obtaining maximum likelihood estimates of parameters for structural VAR models with a mixture of distributions. Hence the problem does not have a closed form solution, numerical optimization procedures need to be used. A Monte Carlo experiment is designed to compare the performance of four maximization algorithms and two estimation strategies. It is shown that the EM algorithm outperforms the general maximization algorithms such as BFGS, NEWTON and BHHH. Moreover, simplification of the problem introduced in the two steps quasi ML method does not worsen small sample properties of the estimators and therefore may be recommended in the empirical analysis.

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Authors and Affiliations

Katarzyna Maciejowska
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Abstract

Qualitative and quantitative results of high terrain elevation effect on spectral radiance of optical satellite image which affect the accuracy in retrieving of land surface cover changes is given. The paper includes two main parts: correction model of spectral radiance of satellite image affected by high terrain elevation and assessment of impacts and variation of land cover changes before and after correcting influence of high terrain elevation to the spectral radiance of the image. Study has been carried out with SPOT 5 in Hoa Binh mountain area of two periods: 2007 and 2010. Results showed that appropriate correction model is the Meyer’s one. The impacts of correction spectral radiance to 7 classes of classified images fluctuate from 15% to 400%. The varying changes before and after correction of image radiation fluctuate over 7 classes from 5% to 100%.
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Authors and Affiliations

Luong Chinh Ke
Tran Ngoc Tuong
Nguyen Van Hung

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