Showing 1 - 10 of 104
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/10000711820
Persistent link: https://www.econbiz.de/10000954315
Persistent link: https://www.econbiz.de/10001046425
Persistent link: https://www.econbiz.de/10003422031
Persistent link: https://www.econbiz.de/10003603023
Persistent link: https://www.econbiz.de/10009304058
Persistent link: https://www.econbiz.de/10009304796
Persistent link: https://www.econbiz.de/10011430315
Persistent link: https://www.econbiz.de/10002208811