SSRN Electronic Journal · 2017 · 78 citations · 23 references
Social SciencesEconomicsEconometricsFinancial EconomicsMonetary EconomicsMonetary PolicyNonparametric EconometricsParameter EstimationSystem IdentificationTime Series ForecastingImpulse ResponseImpulse Response EstimationImpulse Response ModelingMonetary Policy ShocksNonparametric EstimationNonparametric RegressionSmoothing SplinesSpline-based Estimation
23
Christopher A. Sims · Econometrica · 1980 · 12.7K citations
Flexible smoothing with B-splines and penalties
Paul H.C. Eilers, Brian D. Marx · Statistical Science · 1996 · 3.7K citations · Full text