Search Results - subject:"spline functions"

Residential Property Price Indexes for Tokyo

Diewert, Erwin; Shimizu, Chihiro - Institute of Economic Research, Hitotsubashi University - 2013

The paper uses hedonic regression techniques in order to decompose the price of a house into land and structure components using real estate sales data for Tokyo. In order to get sensible results, a nonlinear regression model using data that covered multiple time periods was used. Collinearity...

Persistent link: https://www.econbiz.de/10010731968

ПРИМЕНЕНИЕ СПЛАЙН-ФУНКЦИЙ В ПРОГНОЗИРОВАНИИ ПАРАМЕТРОВ ЭКОНОМИЧЕСКОГО ПОТЕНЦИАЛА ПРОМЫШЛЕННЫХ ПРЕДПРИЯТИЙ

ЯРОСЛАВОВНА, ШКРОМИДА НАДЕЖДА - In: Бизнес Информ (2012) 3, pp. 35-37

В статье рассматриваются теоретические подходы и практические рекомендации увеличения выборки «предыстории» статистических данных с помощью сплайн-функций с...

Persistent link: https://www.econbiz.de/10011215753

USING SPLINE FUNCTIONS FOR THE SUBSTANTIATION OF TAX POLICIES BY LOCAL AUTHORITIES

Marcel, Bolos; Razvan, Pop; Cristian, Otgon - In: Annals of Faculty of Economics 1 (2011) 1, pp. 336-347

these innovative tools have been included polynomial spline functions used for budgetary sizing in the substantiating of … fiscal and budgetary policies. In order to use polynomial spline functions there have been made a number of steps consisted … in the establishment of nodes, the calculation of specific coefficients corresponding to the spline functions …

Persistent link: https://www.econbiz.de/10009366206

Estimating the Wage Curve with Spatial Effects and Spline Functions

Falk, Martin; Leoni, Thomas - In: Economics Bulletin 31 (2011) 1, pp. 591-604

for a more flexible functional form by estimating a model with linear spline functions, we find that the wage curve is …

Persistent link: https://www.econbiz.de/10008838383

Dynamic modeling of physical phenomena for probabilistic risk assessments using artificial neural networks

Benjamin, A.S.; Paez, T.L.; Brown, N.N. - 2010

In most probabilistic risk assessments, there is a subset of accident scenarios that involves physical challenges to the system, such as high heat rates and/or accelerations. The system`s responses to these challenges may be complicated, and their prediction may require the use of long-running...

Persistent link: https://www.econbiz.de/10009436055

Semi-nonparametric spline modifications to the Cornwell-Schmidt-Sickles estimator : an analysis of US banking productivity

Almanidis, Pavlos; Karagiannēs, Giannēs; Sickles, Robin C. - In: Empirical economics : a journal of the Institute for … 48 (2015) 1, pp. 169-191

Persistent link: https://www.econbiz.de/10011285917

Residential property price indices for Tokyo

Diewert, Walter E.; Shimizu, Chihiro - In: Macroeconomic dynamics 19 (2015) 8, pp. 1659-1714

Persistent link: https://www.econbiz.de/10011515493

Analyzing the Term Structure of Interest Rates using the Dynamic Nelson-Siegel Model with Time-Varying Parameters

Koopman, Siem Jan; Mallee, Max I.P.; van der Wel, Michel - 2007

In this discussion paper we introduce time-varying parameters in the dynamic Nelson–Siegel yield curve model for the simultaneous analysis and forecasting of interest rates of different maturities. The Nelson–Siegel model has been recently reformulated as a dynamic factor model with vector...

Persistent link: https://www.econbiz.de/10010325155

Analyzing the Term Structure of Interest Rates using the Dynamic Nelson-Siegel Model with Time-Varying Parameters

Koopman, Siem Jan; Mallee, Max I.P.; Wel, Michel van der - Tinbergen Instituut - 2007

This discussion paper has resulted in a publication in the Journal of Business and Economic Statistics.In this discussion paper we introduce time-varying parameters in the dynamic Nelson–Siegel yield curve model for the simultaneous analysis and forecasting of interest rates of different...

Persistent link: https://www.econbiz.de/10011257546

Analyzing the Term Structure of Interest Rates using the Dynamic Nelson-Siegel Model with Time-Varying Parameters

Koopman, Siem Jan; Mallee, Max I.P.; Wel, Michel van der - Tinbergen Institute - 2007

This discussion paper has resulted in a publication in the A rated journal 'Journal of Business and Economic Statistics'.

Persistent link: https://www.econbiz.de/10005016262