Search Results - subject:"kernels"

A new smoothing technique for univariate time series: the endpoint problem

Vasyechko, Olga; Rehomme, Michel Grun - In: Economics Bulletin 34 (2014) 3, pp. 1419-1430

Many filters have been developed to estimate trend-cycle component of time series. Among these tools, moving averages remain the most efficient. In particular, while the symmetric Henderson smoother is applied for trend-cycle estimation in software programs such as X11, for the most recent...

Persistent link: https://www.econbiz.de/10010796128

What drives regional unemployment rate disparities in European regions?

Rios, Vicente - 2014

kernels are used to analyze the e_x000B_ect of the various factors in the shape of the whole distribution of unemployment rate …

Persistent link: https://www.econbiz.de/10011491302

Panel Data Specifications in Nonparametric Kernel Regression: An Application to Production Functions

Czekaj, Tomasz; Henningsen, Arne - 2013

We discuss nonparametric regression models for panel data. A fully nonparametric panel data specification that uses the time variable and the individual identifier as additional (categorical) explanatory variables is considered to be the most suitable. We use this estimator and conventional...

Persistent link: https://www.econbiz.de/10012100997

METHODES DE LISSAGE D’UNE SERIE TEMPORELLE :LE PROBLEME DES EXTREMITES

Grun-Rehomme, Michel; VASYECHKO, OLGA - In: Brussels Economic Review 56 (2013) 2, pp. 163-174

De nombreuses méthodes, basées sur les filtres, ont été développées pour estimer la composantetendance-cycle d’une série temporelle. Parmi ces outils, les moyennes mobiles demeurenttoujours efficaces. En particulier, la moyenne mobile symétrique d’Henderson est appliquéepour estimer...

Persistent link: https://www.econbiz.de/10011115512

РАЗВИТИЕ СУБ-РЕГИОНАЛЬНЫХ ПРОСТРАНСТВЕННЫХ ЛОКАЛИЗАЦИЙ В РОССИИ (НА ПРИМЕРЕ САНКТ-ПЕТЕРБУРГА)

НИКОЛАЕВНА, ТОМШИНСКАЯ ИРИНА - In: Вестник Адыгейского … (2013) 3, pp. 80-84

Мезо-уровень характеризуется слабой институциональной средой. Для ее развития необходимо формировать суб-региональные пространственные локализации, которыми...

Persistent link: https://www.econbiz.de/10011231334

Panel Data Specifications in Nonparametric Kernel Regression: An Application to Production Functions

Czekaj, Tomasz; Henningsen, Arne - Institut for Fødevare- og Ressourceøkonomi, … - 2013

Persistent link: https://www.econbiz.de/10010822723

Adaptive Realized Kernels

Carrasco, Marine; Kotchoni, Rachidi - HAL - 2013

We design adaptive realized kernels to estimate the integrated volatility in a framework that combines a stochastic … highest frequency. Some time dependence parameters of the noise model must be estimated before adaptive realized kernels can … Jones Industrial. As expected, we nd that adaptive realized kernels achieves the optimal trade-off between the …

Persistent link: https://www.econbiz.de/10010899942

Gibrat´s law in Brazilian franchising: an empirical note

Resende, Marcelo; Cardoso, Vicente - In: Economics Bulletin 33 (2013) 1, pp. 247-256

The paper investigates lognormality in the context of firm size distribution for the Brazilian franchising segment. That implication of Gibrat´s law-GL is considered on a yearly basis under two settings. The evidence, for both the totality of firms and for mature firms at least 5 years old, was...

Persistent link: https://www.econbiz.de/10011278748

Lévy-Vasicek models and the long-bond return process

Brody, Dorje C.; Hughston, Lane P.; Meier, David M. - In: International journal of theoretical and applied finance 21 (2018) 3, pp. 1-26

Persistent link: https://www.econbiz.de/10011889447

Efficient asymptotic variance reduction when estimating volatility in high frequency data

Clinet, Simon; Potiron, Yoann - In: Journal of econometrics 206 (2018) 1, pp. 103-142

Persistent link: https://www.econbiz.de/10012110370