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  • Search: subject:"Gaussian basis function"
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Year of publication
Subject
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Gaussian basis function 2 Asymmetric effects of monetary policy 1 Estimation theory 1 Functional regression modeling 1 Geldpolitik 1 Impulse response function 1 Monetary policy 1 Regularization 1 Schock 1 Schätztheorie 1 Shock 1 Smoothing parameter selection 1 Structural vector moving average 1 Summary statistics 1 Time series analysis 1 VAR model 1 VAR-Modell 1 Zeitreihenanalyse 1
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Undetermined 2
Type of publication
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Article 2
Type of publication (narrower categories)
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Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 1 Undetermined 1
Author
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Araki, Yuko 1 Barnichon, Regis 1 Kawano, Shuichi 1 Konishi, Sadanori 1 Matsui, Hidetoshi 1 Matthes, Christian 1
Published in...
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Annals of the Institute of Statistical Mathematics 1 Journal of monetary economics 1
Source
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ECONIS (ZBW) 1 RePEc 1
Showing 1 - 2 of 2
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Functional approximation of impulse responses
Barnichon, Regis; Matthes, Christian - In: Journal of monetary economics 99 (2018), pp. 41-55
Persistent link: https://www.econbiz.de/10012109024
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Functional regression modeling via regularized Gaussian basis expansions
Araki, Yuko; Konishi, Sadanori; Kawano, Shuichi; … - In: Annals of the Institute of Statistical Mathematics 61 (2009) 4, pp. 811-833
Persistent link: https://www.econbiz.de/10008467094
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