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6 research outcomes, page 1 of 1
  • software . 2020
    Open Access English
    Authors:
    Schlicht, Ekkehart;
    Publisher: Universitätsbibliothek der Ludwig-Maximilians-Universität München

    This Zip-Archive provides a Mathematica package and documentation for the seasonal adjustment method proposed by Schlicht and Pauly (1983) and Schlicht (1984) covering Mathematica versions 6 and up. The method makes use of non-parametric splines. It decomposes a time se...

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

    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...

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  • software . 2017
    Open Access English
    Authors:
    Schlicht, Ekkehart;
    Persistent Identifiers

    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...

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  • software . 2011
    Open Access English
    Authors:
    Schlicht, Ekkehart;
    Persistent Identifiers

    The package implements a method for mending time series with missing observations and structural breaks. The method is described in Ekkehart Schlicht: "Trend Extraction from Time Series with Structural Breaks and Missing Observations", Journal of the Japan Statistical S...

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

    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...

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  • software . 2005
    Open Access English
    Authors:
    Ludsteck, Johannes;
    Persistent Identifiers

    These Mathematica packages are updated versions of Johannes Ludstecks implementation of Schlicht's method for estimating a linear regression with time-varying coefficients, originally published at http://library.wolfram.com/infocenter/MathSource/5195/

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6 research outcomes, page 1 of 1