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  • Search: subject:"piecewise linear fitting"
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Year of publication
Subject
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COVID-19 4 Hodrick-Prescott filter 4 knots 4 piecewise linear fitting 4 trend filtering 4 Business cycle 3 Coronavirus 3 Konjunktur 3 Time series analysis 3 Zeitreihenanalyse 3
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Online availability
All
Free 4
Type of publication
All
Book / Working Paper 4
Type of publication (narrower categories)
All
Working Paper 4 Arbeitspapier 3 Graue Literatur 3 Non-commercial literature 3
Language
All
English 4
Author
All
Lee, Sokbae 4 Liao, Yuan 4 Seo, Myung Hwan 4 Shin, Youngki 4
Published in...
All
CEMMAP working papers / Centre for Microdata Methods and Practice 1 Department of Economics working paper series / McMaster University, Department of Economics 1 SIER working paper series 1 cemmap working paper 1
Source
All
ECONIS (ZBW) 3 EconStor 1
Showing 1 - 4 of 4
Cover Image
Sparse HP filter: Finding kinks in the COVID-19 contact rate
Lee, Sokbae; Liao, Yuan; Seo, Myung Hwan; Shin, Youngki - 2020
In this paper, we estimate the time-varying COVID-19 contact rate of a Susceptible-Infected-Recovered (SIR) model. Our measurement of the contact rate is constructed using data on actively infected, recovered and deceased cases. We propose a new trend filtering method that is a variant of the...
Persistent link: https://www.econbiz.de/10012621109
Saved in:
Cover Image
Sparse HP filter : finding kinks in the COVID-19 contact rate
Lee, Sokbae; Liao, Yuan; Seo, Myung Hwan; Shin, Youngki - 2020
Persistent link: https://www.econbiz.de/10012236276
Saved in:
Cover Image
Sparse HP filter : finding kinks in the COVID-19 contact rate
Lee, Sokbae; Liao, Yuan; Seo, Myung Hwan; Shin, Youngki - 2020
In this paper, we estimate the time-varying COVID-19 contact rate of a Susceptible-Infected-Recovered (SIR) model. Our measurement of the contact rate is constructed using data on actively infected, recovered and deceased cases. We propose a new trend filtering method that is a variant of the...
Persistent link: https://www.econbiz.de/10012237183
Saved in:
Cover Image
Sparse HP filter : finding kinks in the COVID-19 contact rate
Lee, Sokbae; Liao, Yuan; Seo, Myung Hwan; Shin, Youngki - 2020
Persistent link: https://www.econbiz.de/10014311259
Saved in:
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