Search Results - subject_exact:"Smoothing technique" - EconBiz

Approximate variational estimation for a model of network formation

Mele, Angelo; Zhu, Lingjiong - In: The review of economics and statistics 105 (2023) 1, pp. 113-124

Persistent link: https://www.econbiz.de/10014293245

Signal extraction by the extremum Monte Carlo method

Moussa, Karim - 2024

Persistent link: https://www.econbiz.de/10014512213

The Holt-Winters filter and the one-sided HP filter : a close correspondence

Alfaro, Rodrigo; Drehmann, Mathias - In: Economics letters 222 (2023), pp. 1-4

Persistent link: https://www.econbiz.de/10014231909

The Holt-Winters Filter and the One-Sided Hp Filter : A Close Correspondence

Alfaro, Rodrigo; Drehmann, Mathias - 2022

We show that the trend of the one-sided HP filter can be asymptotically approximated by the Holt-Winters (HW) filter. The later is an elegant, moving average representation and facilitates the computation of trends tremendously. We confirm the accuracy of this approximation empirically by...

Persistent link: https://www.econbiz.de/10014080316

The Holt-Winters Filter and the One-Sided Hp Filter : A Close Correspondence

Alfaro, Rodrigo; Drehmann, Mathias - 2022

We show that the trend of the one-sided HP filter can be asymptotically approximated by the Holt-Winters (HW) filter. The later is an elegant, moving average representation and facilitates the computation of trends tremendously. We confirm the accuracy of this approximation empirically by...

Persistent link: https://www.econbiz.de/10014080318

Using a simple technical analysis indicator to guide asset allocation decisions

Foltice, Bryan; Dolvin, Steven D. - In: The journal of wealth management : JWM 24 (2021) 3, pp. 31-41

Persistent link: https://www.econbiz.de/10012698229

Random switching exponential smoothing : a new estimation approach

Sbrana, Giacomo; Silvestrini, Andrea - In: International journal of production economics 211 (2019), pp. 211-220

Persistent link: https://www.econbiz.de/10012013955

The Holt-Winters filter and the one-sided HP filter : a close correspondence

Alfaro, Rodrigo; Drehmann, Mathias - 2022

Persistent link: https://www.econbiz.de/10013327235

Estimating location values of agricultural land

Ritter, Matthias; Helbing, Georg; Shen, Zhiwei; … - In: Agrar- und Ernährungswirtschaft zwischen …, (pp. 185-196). 2018

Persistent link: https://www.econbiz.de/10011918213

The Holt-Winters filter and the one-sided HP filter: a close correspondence

Alfaro, Rodrigo; Drehmann, Mathias - 2022

Persistent link: https://www.econbiz.de/10013368694

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