B-splines and splines parameterized by their values at reference points on the x-axis
Author
Abstract
Suggested Citation
Download full text from publisher
References listed on IDEAS
- Sowell, Fallaw, 1992. "Maximum likelihood estimation of stationary univariate fractionally integrated time series models," Journal of Econometrics, Elsevier, vol. 53(1-3), pages 165-188.
- Baillie, Richard T., 1996. "Long memory processes and fractional integration in econometrics," Journal of Econometrics, Elsevier, vol. 73(1), pages 5-59, July.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Albert Wong & Pieter H. M. van Baal & Hendriek C. Boshuizen & Johan J. Polder, 2011. "Exploring the influence of proximity to death on disease‐specific hospital expenditures: a carpaccio of red herrings," Health Economics, John Wiley & Sons, Ltd., vol. 20(4), pages 379-400, April.
- Young Ah Kim & Peter G. Moffatt, 2016. "Generalized additive modelling of the repayment performance of Korean borrowers," University of East Anglia School of Economics Working Paper Series 2016-03, School of Economics, University of East Anglia, Norwich, UK..
- Desbordes, Rodolphe & Verardi, Vincenzo, 2012. "Refitting the Kuznets curve," Economics Letters, Elsevier, vol. 116(2), pages 258-261.
- Francois Libois & Vincenzo Verardi, 2013.
"Semiparametric fixed-effects estimator,"
Stata Journal, StataCorp LP, vol. 13(2), pages 329-336, June.
- François Libois & Vincenzo Verardi, 2012. "Semiparametric Fixed-Effects Estimator," Working Papers 1201, University of Namur, Department of Economics.
- Roger Newson, 2011. "Sensible parameters for polynomials and other splines," United Kingdom Stata Users' Group Meetings 2011 01, Stata Users Group.
- Roger B. Newson, 2012. "Sensible parameters for univariate and multivariate splines," Stata Journal, StataCorp LP, vol. 12(3), pages 479-504, September.
- Sergei Guriev & Elena Vakulenko, 2012.
"Convergence between Russian regions,"
Working Papers
w0180, Center for Economic and Financial Research (CEFIR).
- Sergei Guriev & Elena Vakulenko, 2012. "Convergence between Russian regions," Working Papers w0180, New Economic School (NES).
- Zhu, Hui-Ming & You, Wan-Hai & Zeng, Zhao-fa, 2012. "Urbanization and CO2 emissions: A semi-parametric panel data analysis," Economics Letters, Elsevier, vol. 117(3), pages 848-850.
- Guriev, Sergei & Vakulenko, Elena, 2015.
"Breaking out of poverty traps: Internal migration and interregional convergence in Russia,"
Journal of Comparative Economics, Elsevier, vol. 43(3), pages 633-649.
- Guriev, Sergei & Vakulenko, Elena, 2013. "Breaking out of poverty traps: Internal migration and interregional convergence in Russia," CEPR Discussion Papers 9675, C.E.P.R. Discussion Papers.
- Sergei Guriev & Elena S. Vakulenko, 2015. "Breaking Out Of Poverty Traps: Internal Migration And Interregional Convergence In Russia," HSE Working papers WP BRP 88/EC/2015, National Research University Higher School of Economics.
- Bednarczyk Jan L. & Brzozowska-Rup Katarzyna, 2019. "Non-Decreasing Economic Growth Rate Of Inflation (Ndegri) In Light Of Empirical Studies," Econometrics. Advances in Applied Data Analysis, Sciendo, vol. 23(1), pages 9-18, March.
- Sukhdeep Singh, 2024. "Investments in Innovations and Market Structure: A Semi-parametric Approach," South Asia Economic Journal, Institute of Policy Studies of Sri Lanka, vol. 25(1), pages 26-44, March.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Claudio Morana, 2010. "Heteroskedastic Factor Vector Autoregressive Estimation of Persistent and Non Persistent Processes Subject to Structural Breaks," ICER Working Papers - Applied Mathematics Series 36-2010, ICER - International Centre for Economic Research.
- Claudio Morana, 2014. "Factor Vector Autoregressive Estimation of Heteroskedastic Persistent and Non Persistent Processes Subject to Structural Breaks," Working Papers 273, University of Milano-Bicocca, Department of Economics, revised May 2014.
- Giorgio Canarella & Luis A. Gil-Alana & Rangan Gupta & Stephen M. Miller, 2022.
"Globalization, long memory, and real interest rate convergence: a historical perspective,"
Empirical Economics, Springer, vol. 63(5), pages 2331-2355, November.
- Giorgio Canarella & Luis A. Gil-Alana & Rangan Gupta & Stephen M. Miller, 2020. "Globalization, Long Memory, and Real Interest Rate Convergence: A Historical Perspective," Working Papers 2020106, University of Pretoria, Department of Economics.
- Hassler, U. & Marmol, F. & Velasco, C., 2006.
"Residual log-periodogram inference for long-run relationships,"
Journal of Econometrics, Elsevier, vol. 130(1), pages 165-207, January.
- Hassler, Uwe & Marmol, Francesc & Velasco, Carlos, 2002. "Residual Log-Periodogram Inference for Long-Run-Relationships," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 37317, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
- Hassler, Uwe & Marmol, Francesc & Velasco, Carlos, 2009. "Residual Log-Periodogram Inference for Long-Run-Relationships," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 77562, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
- Hassler, Uwe & Marmol, Francesc & Velasco, Carlos, 2002. "Residual Log-Periodogram Inference for Long-Run Relationships," Darmstadt Discussion Papers in Economics 115, Darmstadt University of Technology, Department of Law and Economics.
- Hassler, Uwe & Marmol, Francesc & Velasco, Carlos, 2002. "Residual log-periodogram inference for long-run relationships," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 18289, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
- Derek Bond & Michael J. Harrison & Edward J. O'Brien, 2005.
"Testing for Long Memory and Nonlinear Time Series: A Demand for Money Study,"
Trinity Economics Papers
tep20021, Trinity College Dublin, Department of Economics.
- Bond, Derek & Harrison, Michael J & O’Brien, Edward J., 2006. "Testing for Long Memory and Nonlinear Time Series: A Demand for Money Study," Research Technical Papers 2/RT/06, Central Bank of Ireland.
- Geoffrey Ngene & Ann Nduati Mungai & Allen K. Lynch, 2018. "Long-Term Dependency Structure and Structural Breaks: Evidence from the U.S. Sector Returns and Volatility," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 21(02), pages 1-38, June.
- Luis A. Gil-Alana & Antonio Moreno & Seonghoon Cho, 2012.
"The Deaton paradox in a long memory context with structural breaks,"
Applied Economics, Taylor & Francis Journals, vol. 44(25), pages 3309-3322, September.
- Luis A. Gil-Alana & Antonio Moreno & Seonghoon Cho, 2009. "The Deaton paradox in a long memory context with structural breaks," Faculty Working Papers 03/09, School of Economics and Business Administration, University of Navarra.
- Luis Alberiko Gil-Alana & Antonio Moreno & Seonghoon Cho, 2011. "The Deaton paradox in a long memory context with structural breaks," Post-Print hal-00711450, HAL.
- Gadea, Maria Dolores & Sabate, Marcela & Serrano, Jose Maria, 2004. "Structural breaks and their trace in the memory: Inflation rate series in the long-run," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 14(2), pages 117-134, April.
- Roger Newson, 2001.
"Update to somersd,"
Stata Technical Bulletin, StataCorp LP, vol. 10(57).
- Roger Newson, 2001. "Update to somersd," Stata Technical Bulletin, StataCorp LP, vol. 10(61).
- Roger Newson, 2001. "Update to Somersd," Stata Technical Bulletin, StataCorp LP, vol. 10(58).
- Isao Ishida & Toshiaki Watanabe, 2009.
"Modeling and Forecasting the Volatility of the Nikkei 225 Realized Volatility Using the ARFIMA-GARCH Model,"
CARF F-Series
CARF-F-145, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
- Isao Ishida & Toshiaki Watanabe, 2009. "Modeling and Forecasting the Volatility of the Nikkei 225 Realized Volatility Using the ARFIMA-GARCH Model," CIRJE F-Series CIRJE-F-608, CIRJE, Faculty of Economics, University of Tokyo.
- Isao Ishida & Toshiaki Watanabe, 2009. "Modeling and Forecasting the Volatility of the Nikkei 225 Realized Volatility Using the ARFIMA-GARCH Model," Global COE Hi-Stat Discussion Paper Series gd08-032, Institute of Economic Research, Hitotsubashi University.
- Morana, Claudio, 2007.
"Multivariate modelling of long memory processes with common components,"
Computational Statistics & Data Analysis, Elsevier, vol. 52(2), pages 919-934, October.
- Claudio Morana, 2006. "Multivariate modelling of long memory processes with common components," ICER Working Papers 40-2006, ICER - International Centre for Economic Research.
- Chong, Terence Tai-Leung, 2000.
"Estimating the differencing parameter via the partial autocorrelation function,"
Journal of Econometrics, Elsevier, vol. 97(2), pages 365-381, August.
- Terence Tai-Leung, Chong, 1998. "Estimating the Differencing Parameter Via the Partial Autocorrelation Function," Departmental Working Papers _088, Chinese University of Hong Kong, Department of Economics.
- Michael J. Dueker & Apostolos Serletis, 2000. "Do real exchange rates have autoregressive unit roots? a test under the alternative of long memory and breaks," Working Papers 2000-016, Federal Reserve Bank of St. Louis.
- Paramsothy Silvapulle, 2001.
"A Score Test For Seasonal Fractional Integration And Cointegration,"
Econometric Reviews, Taylor & Francis Journals, vol. 20(1), pages 85-104.
- Param Silvapulle, 1995. "A Score Test for Seasonal Fractional Integration and Cointegration," Econometrics 9506005, University Library of Munich, Germany, revised 16 Jun 1995.
- Silvapulle, P., 1995. "A Score Test for Seasonal Fractional Integration and Cointegration," Working Papers 95-08, University of Iowa, Department of Economics.
- Laura Mayoral, 2007.
"Minimum distance estimation of stationary and non-stationary ARFIMA processes,"
Econometrics Journal, Royal Economic Society, vol. 10(1), pages 124-148, March.
- Laura Mayoral, 2006. "Minimum distance estimation of stationary and non-stationary ARFIMA processes," Economics Working Papers 959, Department of Economics and Business, Universitat Pompeu Fabra.
- Belbute, José M. & Pereira, Alfredo M., 2020.
"Reference forecasts for CO2 emissions from fossil-fuel combustion and cement production in Portugal,"
Energy Policy, Elsevier, vol. 144(C).
- José M. Belbute & Alfredo M. Pereira, 2019. "Reference Forecasts for CO2 Emissions from Fossil-Fuel Combustion and Cement Production in Portugal," GEE Papers 00126, Gabinete de Estratégia e Estudos, Ministério da Economia, revised Aug 2019.
- Choi, Kyongwook & Yu, Wei-Choun & Zivot, Eric, 2010.
"Long memory versus structural breaks in modeling and forecasting realized volatility,"
Journal of International Money and Finance, Elsevier, vol. 29(5), pages 857-875, September.
- Kyongwook Choi & Wei-Choun Yu & Eric Zivot, 2008. "Long Memory versus Structural Breaks in Modeling and Forecasting Realized Volatility," Working Papers UWEC-2008-20-FC, University of Washington, Department of Economics.
- Guglielmo Maria Caporale & Juncal Cuñado & Luis A. Gil-Alana, 2013.
"Modelling long-run trends and cycles in financial time series data,"
Journal of Time Series Analysis, Wiley Blackwell, vol. 34(3), pages 405-421, May.
- Guglielmo Maria Caporale & Juncal Cunado & Luis A. Gil-Alana, 2008. "Modelling Long-Run Trends and Cycles in Financial Time Series Data," CESifo Working Paper Series 2330, CESifo.
- Luis A. Gil-Alana & Juncal Cuñado & Guglielmo Maria Caporale, 2012. "Modelling Long Run Trends and Cycles in Financial Time Series Data," Faculty Working Papers 13/12, School of Economics and Business Administration, University of Navarra.
- Rim Ammar Lamouchi, 2020. "Long Memory and Stock Market Efficiency: Case of Saudi Arabia," International Journal of Economics and Financial Issues, Econjournals, vol. 10(3), pages 29-34.
- Christian Fischer & Luis Alberiko Gil-Alana, 2005. "The Nature of the Relationship between International Tourism and International Trade: The Case of Ge," Faculty Working Papers 15/05, School of Economics and Business Administration, University of Navarra.
Corrections
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:tsj:stbull:y:2001:v:10:i:57:sg151. See general information about how to correct material in RePEc.
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 CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
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.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Christopher F. Baum or Lisa Gilmore (email available below). General contact details of provider: http://stata-press.com/journals/stbj.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.