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4 research outcomes, page 1 of 1
  • software . 2017
    Open Access English
    Authors:
    Schlicht, Ekkehart;
    Publisher: Universitätsbibliothek der Ludwig-Maximilians-Universität München

    This Zip-Archive provides Mathematica packages and documentation for the seasonal adjustment method proposed by Schlicht and Pauly (1983) and Schlicht (1984) covering Mathematica versions 5 to 11. The method makes use of non-parametric splines. It decomposes a time seri...

  • software . 2005
    Open Access English
    Authors:
    Schlicht, Ekkehart;

    VC implements Schlicht's method for estimating a linear regression with time-varying coefficients. The variances are estimated by a moments estimator that performs better than the corresponding likelihood estimator in small samples and coincides with the likelihood esti...

  • software . 2005
    Open Access English
    Authors:
    Schlicht, Ekkehart;

    The package implements Schlicht's (1984) seasonal adjustment method. It decomposes a time series into a trend, a seasonal component, and an irregular component. The method combines the trend filter proposed by Leser (1961) (also known as the Hodrick-Prescott filter), th...

  • software . 2005
    Open Access English
    Authors:
    Schlicht, Ekkehart;
    Publisher: Universitätsbibliothek der Ludwig-Maximilians-Universität München

    VCC implements Schlicht's method for estimating a linear regression with time-varying coefficients. The variances are estimated by a moments estimator or a related maximum likelihood estimator. Instead of the usual parametrization by initial values, an orthogonal parame...

4 research outcomes, page 1 of 1
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