Showing 1 - 8 of 8
Functional Signal plus Noise (FSN) time series models are introduced for the econometric analysis of the dynamics of a large cross-section of prices in which contemporaneous observations are functionally related. A semiparametric FSN model is developed in which a smooth, cubic spline signal...
Persistent link: https://www.econbiz.de/10005687558
Persistent link: https://www.econbiz.de/10000775338
Persistent link: https://www.econbiz.de/10003889754
Persistent link: https://www.econbiz.de/10009552819
Persistent link: https://www.econbiz.de/10001468735
Persistent link: https://www.econbiz.de/10001389659
Persistent link: https://www.econbiz.de/10001381743
Persistent link: https://www.econbiz.de/10011953902