Trend Estimation with Penalized Splines as Mixed Models for Series with Structural Breaks
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More about this item
Keywords
penalized splines; mixed models; structural breaks; trends; flexible penalization;All these keywords.
JEL classification:
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ETS-2014-03-22 (Econometric Time Series)
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