Search Results - subject:"Piecewise linear fitting" - EconBiz

Sparse HP filter: Finding kinks in the COVID-19 contact rate

Lee, Sokbae; Liao, Yuan; Seo, Myung Hwan; Shin, Youngki - 2020

In this paper, we estimate the time-varying COVID-19 contact rate of a Susceptible-Infected-Recovered (SIR) model. Our measurement of the contact rate is constructed using data on actively infected, recovered and deceased cases. We propose a new trend filtering method that is a variant of the...

Persistent link: https://www.econbiz.de/10012621109

Sparse HP filter : finding kinks in the COVID-19 contact rate

Lee, Sokbae; Liao, Yuan; Seo, Myung Hwan; Shin, Youngki - 2020

Persistent link: https://www.econbiz.de/10014311259

Sparse HP filter : finding kinks in the COVID-19 contact rate

Lee, Sokbae; Liao, Yuan; Seo, Myung Hwan; Shin, Youngki - 2020

In this paper, we estimate the time-varying COVID-19 contact rate of a Susceptible-Infected-Recovered (SIR) model. Our measurement of the contact rate is constructed using data on actively infected, recovered and deceased cases. We propose a new trend filtering method that is a variant of the...

Persistent link: https://www.econbiz.de/10012237183

Sparse HP filter : finding kinks in the COVID-19 contact rate

Lee, Sokbae; Liao, Yuan; Seo, Myung Hwan; Shin, Youngki - 2020

Persistent link: https://www.econbiz.de/10012236276

Sparse HP filter : finding kinks in the COVID-19 contact rate

Lee, Sokbae; Liao, Yuan; Seo, Myung Hwan; Shin, Youngki - In: Journal of econometrics 220 (2021) 1, pp. 158-180

Persistent link: https://www.econbiz.de/10012618477

Valid inequalities for concave piecewise linear regression

Gopalswamy, Karthick; Fathi, Yahya; Uzsoy, Reha - In: Operations research letters 47 (2019) 1, pp. 52-58

Persistent link: https://www.econbiz.de/10011991335

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