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Comparing penalized splines and fractional polynomials for flexible modelling of the effects of continuous predictor variables

Strasak, Alexander; Umlauf, Nikolaus; Pfeiffer, Ruth; … - 2010

Persistent link: https://www.econbiz.de/10008657774

Comparing penalized splines and fractional polynomials for flexible modelling of the effects of continuous predictor variables

Strasak, Alexander; Umlauf, Nikolaus; Pfeiffer, Ruth; … - 2010

features of the approaches in a real dataset. -- generalized additive models ; GAMs ; simulation ; smoothing …P(enalized)-splines and fractional polynomials (FPs) have emerged as powerful smoothing techniques with increasing … restricted maximum likelihood (REML) for smoothing parameter selection. We evaluated the ability of P-splines and FPs to recover …

Persistent link: https://www.econbiz.de/10009736613

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/10003470549

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/10003470551

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/10003951479

Optimal bandwidth selection in non-parametric spectral density estimation : review and simulation

Fortin, Ines - 1999

comparison is based on a small simulation study. The processes that are simulated are in the class of ARMA (5,5) processes. Based … on the simulation evidence, we suggest to use a slightly modified version of Buehlmann's (1996) iterative method …. -- window width ; bandwidth ; non-parametric spectral estimation ; simulation …

Persistent link: https://www.econbiz.de/10009711652

Semiparametric Bayesian Inference for Time Series with Mixed Spectra

Carter, Chris K.; Kohn, Robert - 2008

A Bayesian analysis is presented of a time series which is the sum of a stationary component with a smooth spectral density and a deterministic component consisting of a linear combination of a trend and periodic terms. The periodic terms may have known or unknown frequencies. The advantage of...

Persistent link: https://www.econbiz.de/10014029563

How does population growth affect economic growth and vice versa? An empirical analysis

Brida, Juan Gabriel; Alvarez, Emiliano; Cayssials, Gaston; … - In: Review of Economics and Political Science (REPS) 9 (2024) 3, pp. 265-297

Purpose Our paper studies a central issue with a long history in economics: the relationship between population and economic growth. We analyze the joint dynamics of economic and demographic growth in 111 countries during the period 1960-2019. Design/methodology/approach Using the concept of...

Persistent link: https://www.econbiz.de/10015394504

Nonparametric tests of stochastic dominance in bivariate distributions, with an application to UK data

Crawford, Ian - 1999

Persistent link: https://www.econbiz.de/10001432892

Residual log-periodogram inference for long-run relationships

Hassler, Uwe; Mármol, Francesc; Velasco, Carlos - 2002

Persistent link: https://www.econbiz.de/10001751669