Search Results - subject:"cubic splines"

Zhou, Shuang; Jiang, Liyuan; Li, Keren; Wang, Fangfang; … - In: International Journal of Financial Studies : open … 12 (2024) 4, pp. 1-31

method for estimating the risk-neutral density using natural cubic splines (NCS). The estimated density is twice continuously …

Persistent link: https://www.econbiz.de/10015337749

Schiavoni, Caterina; Koopman, Siem Jan; Palm, Franz; … - 2021

employs cubic splines for the auxiliary model, and a bootstrap filter method to estimate the time-varying correlation together …

Persistent link: https://www.econbiz.de/10012605986

Schiavoni, Caterina; Koopman, Siem Jan; Palm, Franz C.; … - 2021

employs cubic splines for the auxiliary model, and a bootstrap filter method to estimate the time-varying correlation together …

Persistent link: https://www.econbiz.de/10012434085

Schiavoni, Caterina; Koopman, Siem Jan; Palm, Franz C.; … - 2021

Persistent link: https://www.econbiz.de/10012436055

Bucheli, Janic; Dalhaus, Tobias; Finger, Robert - In: Food policy : economics planning and politics of food … 107 (2022), pp. 1-14

Persistent link: https://www.econbiz.de/10013286346

Ganong, Peter; Jäger, Simon - 2014

and a Difference-in-Difference study. Finally, we propose estimating RK models with a modified cubic splines framework and …

Persistent link: https://www.econbiz.de/10010398301

Ganong, Peter; Jäger, Simon - Institute for the Study of Labor (IZA) - 2014

and a Difference-in-Difference study. Finally, we propose estimating RK models with a modified cubic splines framework and …

Persistent link: https://www.econbiz.de/10010790521

Ganong, Peter; Jäger, Simon - 2014

and a Difference-in-Difference study. Finally, we propose estimating RK models with a modified cubic splines framework and …

Persistent link: https://www.econbiz.de/10010379273

Agnello, Luca; Castro, Vitor; Sousa, Ricardo M. - Grupo de Estudos Monetários e Financeiros (GEMF), … - 2013

flexible polynomial-in-time, time-dummies and cubic-splines specifications suggest that the hazard function is not monotonic …

Persistent link: https://www.econbiz.de/10010834022

Agnello, Luca; Castro, Vitor; Sousa, Ricardo M. - In: Macroeconomic dynamics 22 (2018) 7, pp. 1769-1789

Persistent link: https://www.econbiz.de/10011918171

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