Penalized Splines as Frequency Selective Filters - Reducing the Excess Variability at the Margins
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More about this item
Keywords
excess variability; penalized splines; spectral analysis; time varying penalization; trends;All these keywords.
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2014-05-04 (Econometrics)
- NEP-ETS-2014-05-04 (Econometric Time Series)
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