Showing 1 - 9 of 9
Persistent link: https://www.econbiz.de/10002141650
Persistent link: https://www.econbiz.de/10001546734
Persistent link: https://www.econbiz.de/10001254814
Persistent link: https://www.econbiz.de/10000941481
Persistent link: https://www.econbiz.de/10001328127
Persistent link: https://www.econbiz.de/10001203236
Persistent link: https://www.econbiz.de/10003030940
Persistent link: https://www.econbiz.de/10013502657
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