Search Results - subject:"Spline"

Globally optimal univariate spline approximations

Mohr, Robert; Coblenz, Maximilian; Kirst, Peter - In: Computational Optimization and Applications 85 (2023) 2, pp. 409-439

We revisit the problem of computing optimal spline approximations for univariate least-squares splines from a … experiments show that our approach to tackle the least-squares spline approximation problem with free knots is able to compute …

Persistent link: https://www.econbiz.de/10015165842

Score-driven time-varying parameter models with splinebased densities

van Brummelen, Janneke; Gorgi, Paolo; Koopman, Siem Jan - 2025

specified. The proposed method relies on a versatile spline-based density, which produces a score function that follows a … natural cubic spline. This flexible approach nests the Gaussian density as a special case. It can also represent asymmetric …

Persistent link: https://www.econbiz.de/10015209990

Modelling green knowledge production and environmental policies with semiparametric panel data regression models

Musolesi, Antonio; Golinelli, Davide; Mazzanti, Massimiliano - In: Empirical economics : a quarterly journal of the … 68 (2025) 1, pp. 327-352

Persistent link: https://www.econbiz.de/10015193774

Expected shortfall regression for high-dimensional additive models

Honda, Toshio; Peng, Po-Hsiang - 2025

Persistent link: https://www.econbiz.de/10015196326

Score-driven time-varying parameter models with splinebased densities

Brummelen, Janneke van; Gorgi, Paolo; Koopman, Siem Jan - 2025

Persistent link: https://www.econbiz.de/10015198647

Measuring and explaining the CDS-bond basis term-structure shape and dynamics

Khanna, Yonas; Lucas, André; Seeger, Norman - 2025 - This version: May 26, 2025

, including Nearest-Neighbor, spline, and Nelson-Siegel interpolation. Using the new methodology, we construct the full history of …

Persistent link: https://www.econbiz.de/10015408438

Evolving energies : analyzing stability amidst recent challenges in the natural gas market

Bouaziz, Tarek; Abid, Ilyes; Guesmi, Khaled; … - In: International review of financial analysis 95 (2024) 1, pp. 1-14

Persistent link: https://www.econbiz.de/10015149290

A functional-coefficient VAR model for dynamic quantiles and its application to constructing nonparametric financial network

Cai, Zongwu; Liu, Xiyuan; Su, Liangjun - 2024

Persistent link: https://www.econbiz.de/10014521096

A unifying switching regime regression framework with applications in health economics

Marra, Giampiero; Radice, Rosalba; Zimmer, David - In: Econometric reviews 43 (2024) 1, pp. 52-70

Persistent link: https://www.econbiz.de/10014486391

Beyond parametric bounds : exploring regional unemployment patterns using semiparametric spatial autoregression

Furková, Andrea; Knížat, Peter - In: Business systems research : a system view accross … 15 (2024) 2, pp. 48-66

Background It is a well-known phenomenon that nonlinearities that are inherent in the relationship among economic variables negatively affect the commonly used estimators in the econometric models. The nonlinearities cause an instability of the estimated parameters that, in particular, are...

Persistent link: https://www.econbiz.de/10015108406