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Adaptive ARFIMA models with applications to inflation

✍ Scribed by Baillie, Richard T.; Morana, Claudio

Book ID: 122688519
Publisher: Elsevier Science
Year: 2012
Tongue: English
Weight: 338 KB
Volume: 29
Category: Article
ISSN: 0264-9993
DOI: 10.1016/j.econmod.2012.07.011

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## Abstract This paper describes a framework for flexibly modeling zero‐inflated data. Semiparametric regression based on penalized regression splines for zero‐inflated Poisson models is introduced. Moreover, an EM‐type algorithm is developed to perform maximum likelihood estimation. As an illustra