The Linear Regression Of Weighted Segments
George Mateescu ()
Working Papers of Institute for Economic Forecasting from Institute for Economic Forecasting
We proposed a regression model where the dependent variable is made not up of points but in segments. This situation corresponds to the markets throughout the day are observed values. Currency market or the stock exchange are examples in which values are different and variable throughout the day.
Keywords: regression; weighted segments; center of mass (search for similar items in EconPapers)
JEL-codes: C02 C22 C58 (search for similar items in EconPapers)
Pages: 6 pages
New Economics Papers: this item is included in nep-ecm and nep-ore
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Persistent link: https://EconPapers.repec.org/RePEc:rjr:wpiecf:160720
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