Search Results - subject:"interpolation"

Sensible parameters for univariate and multivariate splines

Newson, Roger B. - In: Stata Journal 12 (2012) 3, pp. 479-504

The package bspline, downloadable from Statistical Software Components, now has three commands. The first, bspline, generates a basis of Schoenberg B-splines. The second, frencurv, generates a basis of reference splines whose parameters in the regression model are simply values of the spline at...

Persistent link: https://www.econbiz.de/10010631477

Identification of Liechtenstein's historic economic growth and business cycles by econometric extensions of data series

Brunhart, Andreas - 2012

Several economic data series of Liechtenstein are backwardly estimated in order to achieve consistent historic time series. The generated series consist for instance of the national income for the years 1954 to 1992 (by regressive inter- and retropolation with indicators) and 1993 to 1997 (by...

Persistent link: https://www.econbiz.de/10009667761

A estrutura a termo de taxas de juros no Brasil : modelos, estimação e testes

Franklin, Sergio Luis; Duarte, Thiago B.; Neves, César … - In: Economia aplicada : EA 16 (2012) 2, pp. 255-290

Persistent link: https://www.econbiz.de/10011447779

From the help desk: Polynomial distributed lag models

McDowell, Allen - In: Stata Journal 4 (2004) 2, pp. 180-189

Polynomial distributed lag models (PDLs) are finite-order distributed lag models with the impulse-response function constrained to lie on a polynomial of known degree. You can estimate the parameters of a PDL directly via constrained ordinary least squares, or you can derive a reduced form of...

Persistent link: https://www.econbiz.de/10005568872

Interpolation and backdating with a large information set

Angelini, Elena; Henry, Jérôme; Marcellino, Massimiliano - 2003

Existing methods for data interpolation or backdating are either univariate or based on a very limited number of series … develop an interpolation method that exploits the estimated factors as an efficient summary of all the available information … interpolation but again be reduced with multivariate approaches, including factor-based ones. …

Persistent link: https://www.econbiz.de/10011604298

Interpolation and backdating with a large information set

Angelini, Elena; Henry, Jérôme; Marcellino, Massimiliano - European Central Bank - 2003

Persistent link: https://www.econbiz.de/10005530985

Gradient Estimation using Lagrange Interpolation Polynomials

Brekelmans, Ruud; Den Hertog, Dick; Hamers, H.J.M.; … - Tilburg University, Center for Economic Research - 2003

In this paper we use Lagrange interpolation polynomials to obtain good gradient estimations.This is e.g. important for … deterministic and a stochastic error.We analyze these errors using (N times replicated) Lagrange interpolation polynomials.We show …

Persistent link: https://www.econbiz.de/10011091798

Application-driven Sequential Designs for Simulation Experiments : Kriging Metamodeling

Kleijnen, Jack P.C.; van Beers, W.C.M. - Tilburg University, Center for Economic Research - 2003

This paper proposes a novel method to select an experimental design for interpolation in simulation.Though the paper …

Persistent link: https://www.econbiz.de/10011092545

A New Gridding Method for Zonal Travel Activity and Emissions Using Bicubic Spline Interpolation

Zheng, Yi; Wang, Bo; Zhang, H. Michael; Niemeier, Debbie - Institute for Transportation Studies (ITS), University … - 2003

-level emissions using a bicubic spline interpolation function and activity and roadway densities. The new approach, which betters …

Persistent link: https://www.econbiz.de/10010817916

Optimization problems over non-negative polynomials with interpolation constraints

HACHEZ, Yvan; NESTEROV, Yurii - Center for Operations Research and Econometrics (CORE), … - 2003

the coefficients that represent interpolation constraints. For these problems, the complexity of solving the dual … performed. These results are also extended to non-negative matrix polynomials and to interpolation constraints on the …

Persistent link: https://www.econbiz.de/10005008394