Search Results - subject_exact:"Smoothing technique"

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Signal extraction by the extremum Monte Carlo method

Moussa, Karim - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014512213

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

Alfaro, Rodrigo; Drehmann, Mathias - 2023

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014231909

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

Alfaro, Rodrigo; Drehmann, Mathias - 2022

Book / Working Paper

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

Alfaro, Rodrigo; Drehmann, Mathias - 2022

Book / Working Paper

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

Alfaro, Rodrigo; Drehmann, Mathias - 2022

Book / Working Paper

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

Alfaro, Rodrigo; Drehmann, Mathias - 2022

Book / Working Paper

Filtering with Limited Information

Drautzburg, Thorsten; Fernández-Villaverde, Jesús; … - 2024

We propose a new tool to filter non-linear dynamic models that does not require the researcher to specify the model fully and can be implemented without solving the model. If two conditions are satisfied, we can use a flexible statistical model and a known measurement equation to back out the...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014635717

Univariate und multivariate Filter zur Schätzung des Potentialoutput : Theorie und Anwendungen auf die Schweiz

Stalder, Peter - 2020

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012210660

Methoden der Potentialschätzung: Produktionsfunktion oder Filterverfahren? : eine vergleichende Beurteilung in der Anwendung auf die Schweiz

Stalder, Peter - 2020

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012210673

Approximate variational estimation for a model of network formation

Mele, Angelo; Zhu, Lingjiong - 2023

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014293245

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Approximate Variational Estimation for a Model of Network Formation

Mele, Angelo - 2019

Book / Working Paper

Improved causal inference on spatial observations : a smoothing spline approach

Kelly, Morgan - 2022

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013270399

How does the sensitivity of consumption to income vary over time? : international evidence

Islamaj, Ergys; Kose, M. Ayhan - 2016

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011708878

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How does the sensitivity of consumption to income vary over time? : international evidence

Islamaj, Ergys; Kose, M. Ayhan - 2016

Book / Working Paper

How does the sensitivity of consumption to income vary over time? : international evidence

Islamaj, Ergys; Kose, M. Ayhan - 2016

Book / Working Paper

How does the sensitivity of consumption to income vary over time? : international evidence

Islamaj, Ergys; Kose, M. Ayhan - 2016

Book / Working Paper

How does the sensitivity of consumption to income vary over time? : international evidence

Islamaj, Ergys; Kose, M. Ayhan - 2016

Book / Working Paper

How does the sensitivity of consumption to income vary over time? : international evidence

Islamaj, Ergys; Kose, M. Ayhan - 2016

Book / Working Paper

How Does the Sensitivity of Consumption to Income Vary Over Time? International Evidence

Islamaj, Ergys - 2017

Book / Working Paper

How Does the Sensitivity of Consumption to Income Vary Over Time? International Evidence

Islamaj, Ergys - 2016

Book / Working Paper

How Does the Sensitivity of Consumption to Income Vary Over Time? : International Evidence

Islamaj, Ergys - 2016

Book / Working Paper

Specification testing of production in a stochastic frontier model

Guo, Xu; Li, Gao-Rong; McAleer, Michael; Wong, Wing Keung - 2017

Parametric production frontier functions are frequently used in stochastic frontier models, but there do not seem to be any empirical test statistics for its plausibility. To bridge the gap in the literature, we develop two test statistics based on local smoothing and an empirical process,...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011739112

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Specification testing of production in a stochastic frontier model

Guo, Xu; Li, Gao-Rong; McAleer, Michael; Wong, Wing Keung - 2017

Book / Working Paper

The Permanent Input Hypothesis : The Case of Textbooks and (No) Student Learning in Sierra Leone

Sabarwal, Shwetlena - 2017

A textbook provision program in Sierra Leone demonstrates how volatility in the flow of government-provided learning inputs to schools can induce storage of these inputs by school administrators to smooth future consumption. This process in turn leads to low current utilization of inputs for...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012972786

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The Permanent Input Hypothesis : The Case of Textbooks and (no) Student Learning in Sierra Leone

Sabarwal, Shwetlena - 2014

Book / Working Paper

Using a simple technical analysis indicator to guide asset allocation decisions

Foltice, Bryan; Dolvin, Steven D. - 2021

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012698229

How Does the Sensitivity of Consumption to Income Vary Over Time? : International Evidence

Islamaj, Ergys; Kose, M. Ayhan - 2016

This paper studies how the sensitivity of consumption to income has changed over time as the degree of financial integration has risen. In standard theory, greater financial integration facilitates international borrowing and lending, helping to reduce the sensitivity of consumption growth to...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012571144

A comparison of three models to predict liquidity flows between banks based on daily payments transactions

Triepels, Ron; Daniels, Hennie - 2016

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011536109

Uncovering trend rules

Beekhuizen, Paul; Hallerbach, Winfried G. - 2017

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011759927

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Uncovering Trend Rules

Beekhuizen, Paul - 2015

Book / Working Paper

Nonlinear time series and neural-network models of exchange rates between the US Dollar and major currencies

Allen, David E.; McAleer, Michael; Peiris, Shelton; … - 2015

This paper features an analysis of major currency exchange rate movements in relation to the US dollar, as constituted in US dollar terms. Euro, British pound, Chinese yuan, and Japanese yen are modelled using a variety of non-linear models, including smooth transition regression models,...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011378229

Nonlinear time series and neural-network models of exchange rates between the US dollar and major currencies

Allen, David E.; McAleer, Michael; Shelton, Peiris; … - 2015

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011432736

Estimating fiscal multipliers : news from a non-linear world

Caggiano, Giovanni; Castelnuovo, Efrem; Colombo, Valentina - 2015

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011396526

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Estimating fiscal multipliers : news from a nonlinear world

Caggiano, Giovanni; Castelnuovo, Efrem; Colombo, Valentina - 2015

Book / Working Paper

Estimating fiscal multipliers : news from a nonlinear world

Caggiano, Giovanni; Castelnuovo, Efrem; Colombo, Valentina - 2014

Book / Working Paper

Estimating Fiscal Multipliers : News from a Nonlinear World

Caggiano, Giovanni - 2014

We estimate nonlinear VARs to assess to what extent fiscal spending multipliers are countercyclical in the United States. We deal with the issue of non-fundamentalness due to fiscal foresight by appealing to sums of revisions of expectations of fiscal expenditures. This measure of anticipated...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013040022

Random switching exponential smoothing and inventory forecasting

Sbrana, Giacomo; Silvestrini, Andrea - 2014

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011528919

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Random Switching Exponential Smoothing and Inventory Forecasting

Sbrana, Giacomo - 2014

Book / Working Paper

The Permanent Input Hypothesis : The Case of Textbooks and (No) Student Learning in Sierra Leone

Evans, David K.; Marshak, Anastasia; Sabarwal, Shwetlena - 2014

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012572287

New Perspectives of Profit Smoothing : Empirical Evidence from China

Magni, Domitilla - 2019 - 1st ed. 2019

1. Theory of Profit -- 2. Profit Impact in Business Vision -- 3. Smoothing and Earnings Management Policies -- 4. Toward a Definition of Profit Smoothing -- 5. Why China? -- 6. Empirical Analysis of Profit Smoothing.-7. Management Behavior and Profit Smoothing: Implications of the Study

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012398679

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New perspectives of profit smoothing : empirical evidence from China

Magni, Domitilla - 2019

Book / Working Paper

Random switching exponential smoothing : a new estimation approach

Sbrana, Giacomo; Silvestrini, Andrea - 2019

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012013955

Forecasting Aggregate Demand : Analytical Comparison of Top-Down and Bottom-Up Approaches in a Multivariate Exponential Smoothing Framework

Sbrana, Giacomo - 2013

Forecasting aggregate demand is a crucial matter in all industrial sectors. In this paper, we provide the analytical prediction properties of top-down (TD) and bottom-up (BU) approaches when forecasting aggregate demand, using multivariate exponential smoothing as demand planning framework. We...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013072596

Parameter Identification in the Logistic STAR Model

Ekner, Line; Nejstgaard, Emil - 2013

We propose a new and simple parametrization of the so-called speed of transition parameter of the logistic smooth transition autoregressive (LSTAR) model. The new parametrization highlights that a consequence of the well-known identification problem of the speed of transition parameter is that...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014153443

Parameter identification in the logistic STAR model

Elvstrøm Ekner, Line; Nejstgaard, Emil - 2013

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10010190851

Forecasting aggregate demand : analytical comparison of top-down and bottom-up approaches in a multivariate exponential smoothing framework

Sbrana, Giacomo; Silvestrini, Andrea - 2013

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10010221643

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Forecasting aggregate demand : analytical comparison of top-down and bottom-up approaches in a multivariate exponential smoothing framework

Sbrana, Giacomo; Silvestrini, Andrea - 2013

Book / Working Paper

Estimating location values of agricultural land

Ritter, Matthias; Helbing, Georg; Shen, Zhiwei; … - 2018

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011918213

Flexible regression and smoothing : using GAMLSS in R

Stasinopoulos, Mikis D.; Rigby, Robert A.; Heller, … - 2017

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013547232

Computational method for optimal machine scheduling problem with maintenance and production

Wu, Xiang; Zhang, Kanjian; Cheng, Ming - 2017

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011628416

Double smoothing technique for infinite-dimensional optimization problems with applications to optimal control

DEVOLDER, Olivier; GLINEUR, François; NESTEROV, Yurii - 2010

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10008642227

Comparing penalized splines and fractional polynomials for flexible modelling of the effects of continuous predictor variables

Strasak, Alexander; Umlauf, Nikolaus; Pfeiffer, Ruth; … - 2010

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10008657774

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Comparing penalized splines and fractional polynomials for flexible modelling of the effects of continuous predictor variables

Strasak, Alexander; Umlauf, Nikolaus; Pfeiffer, Ruth; … - 2010

Book / Working Paper

Die parametrische und semiparametrische Analyse von Finanzzeitreihen : Neue Methoden, Modelle und Anwendungsmöglichkeiten

Peitz, Christian - 2016 - 1. Aufl. 2016

Semiparametrische Volatilitätsmodelle -- Hochfrequente und Ultra-Hochfrequente Finanzdaten -- Berechnung des Value-at-Risk auf Grundlage parametrischer und semiparametrischer Modelle -- Analyse von Handelswartezeiten -- Glättung der Volatilität von hochfrequenten Finanzdaten in einem...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014018518

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Die parametrische und semiparametrische Analyse von Finanzzeitreihen : neue Methoden, Modelle und Anwendungsmöglichkeiten

Peitz, Christian - 2016

Book / Working Paper

A comparative evaluation of intermittent demand forecasting with updated smoothing constants

Lindsey, Matthew; Pavur, Robert J. - 2016

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011535396

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A Comparative Evaluation of Intermittent Demand Forecasting with Updated Smoothing Constants

Lindsey, Matthew; Pavur, Robert J. - 2016

Article

Path-following gradient-based decomposition algorithms for separable convex optimization

Dinh, Quoc Tran; Necoara, Ion; Diehl, Moritz - 2014

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10010845803

The permanent input hypothesis : the case of textbooks and (no) student learning in Sierra Leone

Sabarwal, Shwetlena; Evans, David K.; Marshak, Anastasia - 2014

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10010429961

Random switching exponential smoothing and inventory forecasting

Sbrana, Giacomo; Silvestrini, Andrea - 2014

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10010410207

The dynamics of appraisal smoothing

Cho, Youngha; Hwang, Soosung; Lee, Yong-ki - 2014

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10010401246

Combining Lagrangian decomposition and excessive gap smoothing technique for solving large-scale separable convex optimization problems

Dinh, Quoc Tran; Savorgnan, Carlo; Diehl, Moritz - 2013

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10010998361

A closer look at the US housing market : modeling relationships among regions

Yunus, Nafeesa; Swanson, Peggy Eubanks - 2013

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10010199577

Effective replenishment policies for the multi-item dynamic lot-sizing problem with storage capacities

Gutiérrez, J.; Colebrook, M.; Abdul-Jalbar, B.; … - 2013

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10010210861

Smoothing technique and its applications in semidefinite optimization

NESTEROV, Yurii - 2004

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10005008172

The Dynamics of Appraisal Smoothing

Cho, Youngha - 2012

We investigate the dynamics of appraisal smoothing in the NCREIF index return using time-varying asset pricing models. We find that smoothing is on average close to zero but varies substantially over time. From the inception of the NCREIF index in 1978 until the mid-1990s, there was little...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013097419

Penalized spline smoothing in financial and economic research

Wegener, Michael - 2012

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10009719940

Metric unidimensional scaling and global optimization

Pliner, Vadim - 1996

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10005602876

Indicators of monetary policy : the view from implicit feedback rules

Dueker, Michael - 1993

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10001160339

Smoothing, forecasting and prediction of discrete time series

Brown, Robert Goodell - 1963

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10000548709