Search Results - subject:"Smoothing"

Signal extraction by the extremum Monte Carlo method

Moussa, Karim - 2024

Persistent link: https://www.econbiz.de/10014512213

Estimating a function and its derivatives under a smoothness condition

Lim, Eunji - In: Mathematics of operations research 50 (2025) 2, pp. 1112-1138

Persistent link: https://www.econbiz.de/10015444097

Corporate net income smoothing : a variance decomposition approach

Renzi, Antonio; Taragoni, Pietro; Vagnani, Gianluca - In: Finance research letters 69 (2024) 1, pp. 1-8

Persistent link: https://www.econbiz.de/10015078440

The Holt-Winters filter and the one-sided HP filter : a close correspondence

Alfaro, Rodrigo; Drehmann, Mathias - 2022

Persistent link: https://www.econbiz.de/10013327235

The Holt-Winters filter and the one-sided HP filter: a close correspondence

Alfaro, Rodrigo; Drehmann, Mathias - 2022

Persistent link: https://www.econbiz.de/10013368694

The Holt-Winters Filter and the One-Sided Hp Filter : A Close Correspondence

Alfaro, Rodrigo; Drehmann, Mathias - 2022

We show that the trend of the one-sided HP filter can be asymptotically approximated by the Holt-Winters (HW) filter. The later is an elegant, moving average representation and facilitates the computation of trends tremendously. We confirm the accuracy of this approximation empirically by...

Persistent link: https://www.econbiz.de/10014080316

The Holt-Winters Filter and the One-Sided Hp Filter : A Close Correspondence

Alfaro, Rodrigo; Drehmann, Mathias - 2022

Persistent link: https://www.econbiz.de/10014080318

Filtering with Limited Information

Drautzburg, Thorsten; Fernández-Villaverde, Jesús; … - National Bureau of Economic Research - 2024

We propose a new tool to filter non-linear dynamic models that does not require the researcher to specify the model fully and can be implemented without solving the model. If two conditions are satisfied, we can use a flexible statistical model and a known measurement equation to back out the...

Persistent link: https://www.econbiz.de/10014635717

Coping with COVID-19 shocks in rural Nepal

Ekstrom, Kierstin; Janzen, Sarah; Magnan, Nicholas - In: Applied economic perspectives and policy 45 (2023) 4, pp. 1941-1955

Persistent link: https://www.econbiz.de/10014439800

Overconfidence, managerial accounting competence and dividend smoothing: Evidence from emerging markets

Rashidi, Mohsen - In: Review of Economics and Political Science (REPS) 10 (2025) 2, pp. 168-188

Purpose - The purpose of this research is to review the dividend smoothing effectiveness from the perspective of … Overconfidence, Managerial Accounting Competence and Dividend Smoothing of 1,320 firm-year observations in Iran for the period of … 2012-2022. Findings - The result show that manager overconfidence leads to dividend smoothing. Moreover, this relation is …

Persistent link: https://www.econbiz.de/10015394442