Exploring US business cycles with bivariate loops using penalized spline regression

DOI10.1007/S10614-011-9262-2zbMATH Open1242.91216OpenAlexW2073403882MaRDI QIDQ429548FDOQ429548

Peter Flaschel, Timo Teuber, Göran Kauermann

Publication date: 19 June 2012

Published in: Computational Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10614-011-9262-2

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zbMATH Keywords

business cyclebivariate nonparametric regressiondistributive cyclepenalized spline regression

Mathematics Subject Classification ID

General nonlinear regression (62J02) Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70)

Cites Work

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• The Analysis of Longitudinal Data Using Mixed Model L‐Splines

Uses Software

• JMulTi
• SemiPar
• gamair

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