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The Linear Regression Of Weighted Segments

Author

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  • Mateescu, Dan

    () (Institute for Economic Forecasting, Romanian Academy)

Abstract

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.

Suggested Citation

  • Mateescu, Dan, 2016. "The Linear Regression Of Weighted Segments," Working Papers of Institute for Economic Forecasting 160720, Institute for Economic Forecasting.
    • Handle: RePEc:rjr:wpiecf:160720
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    File URL: http://www.ipe.ro/RePEc/WorkingPapers/wpiecf160720.pdf
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    References listed on IDEAS

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    More about this item

    Keywords

    regression; weighted segments; center of mass;

    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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