//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Munich Discussion Paper"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Splines"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
penalized splines
3
mixed models
2
trends
2
Hodrick-Prescott filter
1
Wiener-Kolmogorov filter
1
excess variability
1
flexible penalization
1
spectral analysis
1
structural breaks
1
time varying penalization
1
trend estimation
1
more ...
less ...
Online availability
All
Free
3
Type of publication
All
Book / Working Paper
3
Type of publication (narrower categories)
All
Working Paper
3
Language
All
English
3
Author
All
Blöchl, Andreas
2
Bloechl, Andreas
1
Published in...
All
Munich Discussion Paper
Mathematics and Computers in Simulation (MATCOM)
16
Discussion Paper
15
Computational Statistics & Data Analysis
14
Working Papers / Institut für Finanzwissenschaft, Fakultät für Volkswirtschaft und Statistik
12
Working Papers in Economics and Statistics
12
Psychometrika
7
Statistics and Econometrics Working Papers
7
Annals of the Institute of Statistical Mathematics
6
Computational Statistics
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Journal of econometrics
6
AStA Advances in Statistical Analysis
5
Courant Research Centre: Poverty, Equity and Growth - Discussion Papers
5
Discussion Papers
5
Discussion papers / Courant Research Centre "Poverty, Equity and Growth in Developing and Transition Countries: Statistical Methods and Empirical Analysis"
5
European journal of operational research : EJOR
5
Journal of Applied Statistics
5
Journal of Multivariate Analysis
5
Working papers in economics and statistics
5
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
4
Econometric Institute Research Papers
4
Energy economics
4
IZA Discussion Papers
4
SFB 373 Discussion Paper
4
SFB 373 Discussion Papers
4
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research
4
Demographic Research
3
Discussion Papers in Economics
3
Econometric Institute Report
3
Economics Working Paper Series / School of Economics and Political Science, Universität St. Gallen
3
HWWI Research Paper
3
HWWI Research Papers
3
Journal of forecasting
3
Münchener Wirtschaftswissenschaftliche Beiträge : VWL ; discussion papers
3
SOEPpapers on Multidisciplinary Panel Data Research
3
The empirical economics letters : a monthly international journal of economics
3
The journal of computational finance
3
Bonn Econ Discussion Papers
2
CEMMAP working papers / Centre for Microdata Methods and Practice
2
more ...
less ...
Source
All
EconStor
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Trend Estimation with Penalized
Splines
as Mixed Models for Series with Structural Breaks
Blöchl, Andreas
-
2014
subjective choice of its penalization parameter. To this point penalized
splines
within a mixed model framework offer the … penalized
splines
fail to estimate trend and cycle when one deals with times series that contain structural breaks. This paper … extends the technique of
splines
within a mixed model framework to account for break points in the data. It explains how …
Persistent link: https://www.econbiz.de/10010427674
Saved in:
2
Penalized
Splines
as Frequency Selective Filters - Reducing the Excess Variability at the Margins
Blöchl, Andreas
-
2014
Penalized
splines
have become a popular tool to model the trend component in economic time series. The outcome of the … derives the penalization of
splines
by frequency domain aspects and points out their link to rational square wave filters. As …
Persistent link: https://www.econbiz.de/10010427675
Saved in:
3
Penalized
Splines
, Mixed Models and the Wiener-Kolmogorov Filter
Bloechl, Andreas
-
2014
Penalized
splines
are widespread tools for the estimation of trend and cycle, since they allow a data driven estimation …
splines
and the Hodrick-Prescott filter, this paper connects the mixed model framework of penalized
splines
to the Wiener …
Persistent link: https://www.econbiz.de/10010427711
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->