Computation of estimates in segmented regression and a liquidity effect model (Q1020755)
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scientific article; zbMATH DE number 5560121
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Computation of estimates in segmented regression and a liquidity effect model |
scientific article; zbMATH DE number 5560121 |
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Computation of estimates in segmented regression and a liquidity effect model (English)
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2 June 2009
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segmented regression
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liquidity effect estimation
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multiple change points
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