Search Results - subject:"interpolation"

Periodic Properties of Interpolated Time Series

Dezhbakhsh, Hashem; Levy, Daniel - In: Economics Letters 44 (1994) 3, pp. 221-228

interpolation on time-series properties and on statistical inference. We show that linear interpolation of a trend stationary series …

Persistent link: https://www.econbiz.de/10012140511

A note on estimating censored quantile regressions

Fitzenberger, Bernd - Fachbereich Wirtschaftswissenschaften, Universität Konstanz - 1994

in the data. Building on the interpolation property of the coefficient estimate, the ILPA is shown to suffer from some …

Persistent link: https://www.econbiz.de/10010955322

A note on estimating censored quantile regressions

Fitzenberger, Bernd - 1994

in the data. Building on the interpolation property of the coefficient estimate, the ILPA is shown to suffer from some …

Persistent link: https://www.econbiz.de/10009542191

Modeling of waiting times and price changes in currency exchange data

Repetowicz, Przemysław; Richmond, Peter - In: Physica A: Statistical Mechanics and its Applications 343 (2004) C, pp. 677-693

A theory which describes the share price evolution at financial markets as a continuous-time random walk (Physica A 287 (2000) 468, Physica A 314 (2002) 749, Eur. Phys. J. B 27 (2002) 273, Physica A 376 (2000) 284) has been generalized in order to take into account the dependence of waiting...

Persistent link: https://www.econbiz.de/10011057745

Interpolation and Backdating with A Large Information Set

Angelini, Elena; Henry, Jérôme; Marcellino, Massimiliano - C.E.P.R. Discussion Papers - 2004

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/10005791783

A Review on Strong Interpolation Theorem for Way Below Relation

Grilli, Luca - Dipartimento di Scienze Economiche, Matematiche e … - 2003

Below" relation. We introduce an alternative proof, with respect to \cite{Scott}, of the strong interpolation theorem. The … strong interpolation theorem is the theoretical result which provide computational consistency to way below relation because …

Persistent link: https://www.econbiz.de/10005465198

Numerical issues in threshold autoregressive modeling of time series

Coakley, Jerry; Fuertes, Ana-Marı́a; Pérez, … - In: Journal of Economic Dynamics and Control 27 (2003) 11, pp. 2219-2242

rational function over threshold intervals it develops a new fitting method based on rational interpolation and the standard …

Persistent link: https://www.econbiz.de/10011051968

L <Subscript>1</Subscript> linear interpolator for missing values in time series

Lu, Zudi; Hui, Y. - In: Annals of the Institute of Statistical Mathematics 55 (2003) 1, pp. 197-216

Persistent link: https://www.econbiz.de/10005616123

Lattice Option Pricing By Multidimensional Interpolation

Kargin, Vladislav - EconWPA - 2003

interpolation. The method allows using sparse grids and thus mitigates the curse of dimensionality. A framework of the pricing … algorithm and the corresponding interpolation methods are discussed, and a theorem is demonstrated that suggests that the …

Persistent link: https://www.econbiz.de/10005561638

A DETERMINISTIC METHOD FOR SHORT-TERM GDP EVALUATION

Stanica, Cristian Nicolae - In: Journal for Economic Forecasting (2003) 2, pp. 122-132

The paper attempts to estimate the monthly components of the nominal GDP in order to obtain the monthly nominal GDP for the Romanian economy. All the quarterly time series are available at current prices since 1994 to 2001. The method is a deterministic algorithm that computes unobserved monthly...

Persistent link: https://www.econbiz.de/10005827624