Similar Search Results

A note on some extremal problems for trigonometric polynomials

Dette, Holger; Melas, Viatcheslav B. - 2005

Persistent link: https://www.econbiz.de/10010296682

Estimating the confidence interval of the regression coefficient of the blood sugar model through a multivariable linear spline with known variance

Islamiyati, Anna; Kalondeng, Anisa; Sari, Ummi - In: Statistics in Transition new series (SiTns) 23 (2022) 1, pp. 201-212

intervals in a truncated spline model for type 2 diabetes data. We use a non-parametric regression model through a multi …-variable spline linear estimator. The use of the model results from the irregularity of the data, so it does not form a parametric … found optimal knot points is one. This value is the interval for multivariable spline regression coefficients that can occur …

Persistent link: https://www.econbiz.de/10013444128

Estimating the Smoothing Parameter in the So-Called Hodrick-Prescott Filter

Schlicht, Ekkehart - 2004

This note gives a fairly complete statistical description of the Hodrick-Prescott Filter (1997), originally proposed by Leser (1961). It builds on an approach to seasonal adjustment suggested by Leser (1963) and Schlicht (1981, 1984). A moments estimator for the smoothing parameter is proposed...

Persistent link: https://www.econbiz.de/10010427394

Trend Extraction From Time Series With Structural Breaks

Schlicht, Ekkehart - 2007

Trend extraction from time series is often performed by using the filter proposed by Leser (1961), also known as the Hodrick-Prescott filter. A practical problem arises, however, when the time series contains structural breaks (such as produced by German unification for German time series, for...

Persistent link: https://www.econbiz.de/10010427486

Trend Extraction From Time Series With Missing Observations

Schlicht, Ekkehart - 2007

Trend extraction from time series is often performed by using the filter proposed by Leser (1961), also known as the Hodrick-Prescott filter. A practical problem arises, however, when some data points are missing. This note proposes a method for coping with this problem.

Persistent link: https://www.econbiz.de/10010427491

Trend Extraction From Time Series With Structural Breaks and Missing Observations

Schlicht, Ekkehart - 2008

Trend extraction from time series is often performed by using the filter proposed by Leser (1961), also known as the Hodrick-Prescott filter. Practical problems arise, however, if the time series contains structural breaks (as produced by German unification for German time series, for instance),...

Persistent link: https://www.econbiz.de/10010427520

The influence of noise on net revenue and values of investment properties: Evidence from Switzerland

Fahrländer, Stefan Sebastian; Gerfin, Michael; Lehner, … - 2015

In this study we use hedonic models to measure the influence of noise nuisance on rents, costs and values of investment properties in Switzerland. Countrywide data is provided by institutional real estate investors. The effects are measured for aircraft noise, road traffic noise and railroad...

Persistent link: https://www.econbiz.de/10011420626

An Introduction to Nonparametric Regression for Labor Economists

Henderson, Daniel J.; Souto, Anne-Charlotte - 2018

In this article we overview nonparametric (spline and kernel) regression methods and illustrate how they may be used in …

Persistent link: https://www.econbiz.de/10011984474

A Regime Shift Model with Nonparametric Switching Mechanism

Chen, Haiqiang; Li, Yingxing; Lin, Ming; Zhu, Yanli - 2018

In this paper, we propose a new class of regime shift models with exible switching mechanism that relies on a nonparametric probability function of the observed thresh- old variables. The proposed models generally embrace traditional threshold models with contaminated threshold variables or...

Persistent link: https://www.econbiz.de/10012433169

A Regime Shift Model with Nonparametric Switching Mechanism

Chen, Haiqiang; Li, Yingxing; Lin, Ming; Zhu, Yanli - 2018

In this paper, we propose a new class of regime shift models with flexible switching mechanism that relies on a nonparametric probability function of the observed threshold variables. The proposed models generally embrace traditional threshold models with contaminated threshold variables or...

Persistent link: https://www.econbiz.de/10012433197