Instant Trend-Seasonal Decomposition of Time Series with Splines
Download full text from publisher
References listed on IDEAS
- Ruppert,David & Wand,M. P. & Carroll,R. J., 2003. "Semiparametric Regression," Cambridge Books, Cambridge University Press, number 9780521785167, August.
- Dermot J. Hayes & Andrew Schmitz, 1987.
"Hog Cycles and Countercyclical Production Response,"
American Journal of Agricultural Economics,
Agricultural and Applied Economics Association, vol. 69(4), pages 762-770.
- Hayes, Dermot & Schmitz, Andrew, 1985. "Hog Cycles and Countercyclical Production Response," CUDARE Working Papers 198288, University of California, Berkeley, Department of Agricultural and Resource Economics.
- Hayes, Dermot J. & Schmitz, Andrew, 1987. "Hog Cycles and Countercyclical Production Response," Staff General Research Papers Archive 597, Iowa State University, Department of Economics.
- Pollock, D.S.G., 2006. "Econometric methods of signal extraction," Computational Statistics & Data Analysis, Elsevier, vol. 50(9), pages 2268-2292, May.
- Findley, David F, et al, 1998. "New Capabilities and Methods of the X-12-ARIMA Seasonal-Adjustment Program," Journal of Business & Economic Statistics, American Statistical Association, vol. 16(2), pages 127-152, April.
- Theodore Alexandrov & Silvia Bianconcini & Estela Bee Dagum & Peter Maass & Tucker S. McElroy, 2012. "A Review of Some Modern Approaches to the Problem of Trend Extraction," Econometric Reviews, Taylor & Francis Journals, vol. 31(6), pages 593-624, November.
- Delgado, Luis & Humala, Alberto, 1997. "El mercado bursátil peruano y la hipótesis del mercado eficiente," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 1, pages 73-92.
- Gerda Claeskens & Tatyana Krivobokova & Jean D. Opsomer, 2009. "Asymptotic properties of penalized spline estimators," Biometrika, Biometrika Trust, vol. 96(3), pages 529-544.
- Nikolay Nenovsky & S. Statev, 2006. "Introduction," Post-Print halshs-00260898, HAL.
- Tatyana Krivobokova, 2011. "Smoothing parameter selection in two frameworks for penalized splines," Courant Research Centre: Poverty, Equity and Growth - Discussion Papers 85, Courant Research Centre PEG, revised 18 Oct 2012.
- Ruppert,David & Wand,M. P. & Carroll,R. J., 2003. "Semiparametric Regression," Cambridge Books, Cambridge University Press, number 9780521780506, August.
- Kauermann Goeran & Krivobokova Tatyana & Semmler Willi, 2011. "Filtering Time Series with Penalized Splines," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 15(2), pages 1-28, March.
- Krivobokova, Tatyana & Kauermann, Goran, 2007. "A Note on Penalized Spline Smoothing With Correlated Errors," Journal of the American Statistical Association, American Statistical Association, vol. 102, pages 1328-1337, December.
More about this item
KeywordsPenalized splines; Mixed model; Varying coecient; Correlated remainder;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2012-12-06 (All new papers)
- NEP-ECM-2012-12-06 (Econometrics)
- NEP-ETS-2012-12-06 (Econometric Time Series)
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:got:gotcrc:131. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Dominik Noe). General contact details of provider: http://www.uni-goettingen.de/en/82144.html .
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.