Threshold autoregressive models for interval-valued time series data
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Sun, Shaolong & Sun, Yuying & Wang, Shouyang & Wei, Yunjie, 2018. "Interval decomposition ensemble approach for crude oil price forecasting," Energy Economics, Elsevier, vol. 76(C), pages 274-287.
- Sun, Yuying & Zhang, Xun & Hong, Yongmiao & Wang, Shouyang, 2019. "Asymmetric pass-through of oil prices to gasoline prices with interval time series modelling," Energy Economics, Elsevier, vol. 78(C), pages 165-173.
More about this item
KeywordsAsymmetric reaction; Interval-valued data; Minimum distance estimation; Nonlinearity; Symbolic data; Threshold autoregressive interval models;
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