BTSR (Q80223)
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Bounded Time Series Regression
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | BTSR |
Bounded Time Series Regression |
Statements
23 September 2023
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Simulate, estimate and forecast a wide range of regression based dynamic models for bounded time series, covering the most commonly applied models in the literature. The main calculations are done in 'FORTRAN', which translates into very fast algorithms. The main references are Bayer et al. (2017) <doi:10.1016/j.jhydrol.2017.10.006>, Pumi et al. (2019) <doi:10.1016/j.jspi.2018.10.001>, Pumi et al. (2021) <doi:10.1111/sjos.12439> and Pumi et al. (2022) <arXiv:2211.02097>.
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