Saturday, November 16, 2013

Cubic Spline Interpolation and Econometrics

This paper was written for my Numerical Analysis class.  It was a small project in which I had to write a code and also answer a real world problem.  One of the problems I face as an aspiring economist is finding appropriate data to run regressions on.  If the data does not have the same time frequency, the model is meaningless.  Hence, I wrote a code for Cubic Spline Interpolation and showed it accurately interpolates data.

The paper requires a bit of mathematical maturity, but the idea can still be clearly understood.

Note: I did not include any of the appendices, and the format of the paper was altered when I turned it into a PDF for some reason.

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