scholarly journals MODELLING NONLINEAR RELATION BY USING RUNNING INTERVAL SMOOTHER, CONSTRAINED B-SPLINE SMOOTHING AND DIFFERENT QUANTILE ESTIMATORS

Author(s):  
Burak DİLBER ◽  
Abdullah ÖZDEMİR
Author(s):  
Adam Cheminet ◽  
Yasar Ostovan ◽  
Valentina Valori ◽  
Christophe Cuvier ◽  
Fançois Daviaud ◽  
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2013 ◽  
Vol 39 (2) ◽  
Author(s):  
Wilians Santos Silva ◽  
Adriano Nascimento Da Paixão

P { margin-bottom: 0.21cm; direction: ltr; color: rgb(0, 0, 0); widows: 2; orphans: 2; }A:link { color: rgb(0, 0, 255); } P { margin-bottom: 0.21cm; } P { margin-bottom: 0.21cm; }Este trabalho verifica a formação de clubes de convergência de renda para os municípios brasileiros no período de 2000 a 2010, através dos métodos não paramétricos de: densidade  Kernel, regressão quantílica linear e o doconstrainedsmoothing B-splines (COBS).A análise da densidade Kernel indicou que a distribuição da renda é bimodal. Já o modelo de regressão quantílica linear testou duas hipóteses: P { margin-bottom: 0.21cm; }i) a de β-convergência absoluta, onde somente o quinto e o décimo percentil convergiram; e a ii) a de β-convergência condicional que teve como variáveis explicativas: a renda per capita e os anos de estudos e como resultado, a educação é mais eficiente para mitigar a desigualdade nos municípios mais pobres.Enfim, o método constrained smoothing BsSplines que testou a hipótese de β-convergência e constatou a não linearidade entre os quantis e ratificou a formação de dois polos de convergência.  


2019 ◽  
Vol 2019 ◽  
pp. 1-10 ◽  
Author(s):  
Gaiyun He ◽  
Chenhui Liu ◽  
Yicun Sang ◽  
Xiaochen Sun

The roughness and uncertainty are important parameters of surface morphology. The least square middle line method is often used to estimate the roughness and its uncertainty. However, the roughness and its uncertainty obtained by the least square middle line method are inaccurate. This paper proposes a method to calculate exactly the roughness and its uncertainty by piecewise fitting the smooth B-spline filter assessment middle lines. A B-spline smoothing filter is selected to determine the assessment middle line of roughness. The B-spline filter can not only give the accurate roughness, but also obtain the smooth assessment middle line. The model of roughness uncertainty is proposed by piecewise fitting B-spline filter middle lines as the quadratic curves. The S-shaped test part is used to verify the model of roughness uncertainty.


2019 ◽  
Vol 101 (3) ◽  
pp. 522-530 ◽  
Author(s):  
Regis Barnichon ◽  
Christian Brownlees

Local projections (LP) is a popular methodology for the estimation of impulse responses (IR). Compared to the traditional VAR approach, LP allow for more flexible IR estimation by imposing weaker assumptions on the dynamics of the data. The nonparametric nature of LP comes at an efficiency cost, and in practice, the LP estimator may suffer from excessive variability. In this work, we propose an IR estimation methodology based on B-spline smoothing called smooth local projections (SLP). The SLP approach preserves the flexibility of standard LP, can substantially increase precision, and is straightforward to implement. A simulation study shows that SLP can deliver substantial gains in IR estimation over LP. We illustrate our technique by studying the effects of monetary shocks where we highlight how SLP can easily incorporate commonly employed structural identification strategies.


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