E. Dagum

Economics and Econometrics · 2012–2016

A researcher in the Science corpus: 2 papers; trusts 1 researcher and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 7 citations into it

Whom E. Dagum trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. David L. Donoho
2. Robert Fildes
3. William S. Cleveland
4. Tommaso Proietti

Papers from E. Dagum's perspective

Ordered by how strongly the researchers E. Dagum trusts endorse each paper. Same corpus, a different order for every researcher.

1. Spline Models for Observational Data
2. Robust Locally Weighted Regression and Smoothing Scatterplots
3. Advances in kernel methods: support vector learning
4. Theory of Reproducing Kernels.
5. Forecasting structural time series models and the kalman filter: Andrew Harvey, 1989, (Cambridge University Press), 554 pp., ISBN 0-521-32196-4
6. Time Series Analysis by State Space Methods
7. Regularization Networks and Support Vector Machines
8. De-noising by soft-thresholding
9. ADVANCED SPECTRAL METHODS FOR CLIMATIC TIME SERIES
10. Trend estimation and de-trending via rational square-wave filters

Their papers

• A Review of Some Modern Approaches to the Problem of Trend Extraction (2012) — 158 citations
• Seasonal Adjustment Methods and Real Time Trend-Cycle Estimation (2016) — 115 citations