We use spline interpolation to approximate the subjective cumulative distribution function of an economic agent over …

, structural break, Hodrick-Prescott filter, Leser filter, spline, time-series, smoothing, interpolation. Journal of Economic …

, interpolation. Journal of Economic Literature Classification: C, C, C, C   Introduction Trend extraction from time series … Figure , it may be asked whether a simple linear interpolation would not do as well. In a way, this seems a reasonable … would be done automatically in both cases. If adjacent gaps occur, linear interpolation would require case distinctions that …

approach involves the use of an interpolation technique proposed in this thesis which greatly reduces the required …

use in models with large choice sets and complicated error structures. The performance of the interpolation method appears …

Abraham et al (2003), which combines spline interpolation with k-means clustering. The findings indicate the presence of two …