Multivariate Time-Series Analysis With Categorical and Continuous Variables in an Lstr Model

DOI10.1111/j.1467-9892.2007.00537.xzbMath1150.62043OpenAlexW1995749101WikidataQ115096356 ScholiaQ115096356MaRDI QIDQ3505335

Ginger Davis, Katherine Bennett Ensor

Publication date: 18 June 2008

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9892.2007.00537.x

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (2)

Bayesian multi-regime smooth transition regression with ordered categorical variables ⋮ Unnamed Item

Uses Software

• R

Cites Work

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