Mend-A Mathematica package for mending time series with missing observations and structural breaks
AbstractThe package implements a method for mending time series with missing observations and structural breaks. The method is described in Ekkehart Schlicht: "Trend Extraction from Time Series with Structural Breaks and Missing Observations", Journal of the Japan Statistical Society Vol. 38 (2008), No. 2, pages 285-292, freely available at http://www.jstage.jst.go.jp/article/jjss/38/2/285/_pdf.
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Bibliographic InfoSoftware component provided by University of Munich, Department of Economics in its series Software in Economics with number 12227.
Programming language: mathematica
Date of creation: 03 May 2011
Date of revision:
dummies; gaps; Hodrick-Prescott filter; interpolation; Leser filter; missing observations; smoothing; spline; structural breaks; time-series; trend; break point; break point location; reading list or among the top items on IDEAS.Access and download statisticsgeneral information about how to correct material in RePEc.
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