Panel Interval-Valued Data Nonlinear Regression Models and Applications

Ai-bing Ji (), Qing-qing Li () and Jin-jin Zhang ()
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Ai-bing Ji: Hebei University
Qing-qing Li: Hebei University
Jin-jin Zhang: Hebei University

Computational Economics, 2024, vol. 64, issue 4, No 16, 2413-2435

Abstract: Abstract Panel data models have become increasingly popular in economic research and data analysis. Considering the uncertainty and variability of panel data, based on support vector regression, we propose robust estimations of some fixed effects panel interval-valued data models: nonlinear model, a special case of nonlinear model and nonlinear model with mathematical coherence. Monte Carlo simulations are used to evaluate the performance and robustness of our proposed models. The proposed models are applied to real datasets for stock price prediction, and experimental results demonstrate the excellent fitting and forecasting performance of our proposed models.

Keywords: Support vector regression; Panel interval-valued data; Nonlinear model; Forecasting of stock (search for similar items in EconPapers)
Date: 2024
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DOI: 10.1007/s10614-023-10519-8

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