Regression on intervals
George Daniel Mateescu ()
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George Daniel Mateescu: Institute for Economic Forecasting, Romanian Academy
Working Papers of Institute for Economic Forecasting from Institute for Economic Forecasting
In some previous papers (,) we introduced and used a regression suitable for data series where the depended variable is not a value but a set of values. These values may be a discrete set or a continuous data. The economic correspondent of this mathematical approach is the exchange rate, where values are spread into an interval, during one day. Also, the stock exchange market is an example where indicators values are continuously variable during a day, etc.
Keywords: regression (search for similar items in EconPapers)
JEL-codes: C02 C22 C58 (search for similar items in EconPapers)
New Economics Papers: this item is included in nep-ecm
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Persistent link: https://EconPapers.repec.org/RePEc:rjr:wpiecf:170901
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