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Regression on intervals

Author

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  • George Daniel Mateescu

    (Institute for Economic Forecasting, Romanian Academy)

Abstract

In some previous papers ([3],[4]) 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.

Suggested Citation

  • George Daniel Mateescu, 2017. "Regression on intervals," Working Papers of Institute for Economic Forecasting 170901, Institute for Economic Forecasting.
    • Handle: RePEc:rjr:wpiecf:170901
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    More about this item

    Keywords

    regression;

    JEL classification:

    • C02 - Mathematical and Quantitative Methods - - General - - - Mathematical Economics
    • C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
    • C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics

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