Nonparametric trend estimation in replicated time series

2001 ◽  
Vol 97 (2) ◽  
pp. 263-274 ◽  
Author(s):  
Sucharita Ghosh
Keyword(s):  
2009 ◽  
Vol 20 (3) ◽  
pp. 249-259 ◽  
Author(s):  
Richard Morton ◽  
Emily L. Kang ◽  
Brent L. Henderson

2017 ◽  
Vol 68 (2) ◽  
Author(s):  
Thomas Gries ◽  
Marlon Fritz ◽  
Yuanhua Feng

AbstractThis paper introduces an economically important new idea for detrending macroeconomic time series and examines the Spanish business cycle pattern with respect to potential asymmetries. To address difficulties in the trend and cycle decomposition, a nonparametric trend estimation approach is introduced and exemplary applied to the Spanish GDP data for the period 1850 to 2015. The application of an iterative plug-in (IPI) algorithm for endogenous bandwidth selection solves the problem of choosing an adequate smoothing parameter for nonparametric regression. The algorithm identifies continuously


2009 ◽  
Vol 26 (3) ◽  
pp. 205-223 ◽  
Author(s):  
Víctor M. Guerrero ◽  
Adriana Galicia-Vázquez

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