Modelling nonlinearities in commodity prices using smooth transition regression models with exogenous transition variables (Q2066871)
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scientific article; zbMATH DE number 7457673
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modelling nonlinearities in commodity prices using smooth transition regression models with exogenous transition variables |
scientific article; zbMATH DE number 7457673 |
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Modelling nonlinearities in commodity prices using smooth transition regression models with exogenous transition variables (English)
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14 January 2022
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smooth transition regression models
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commodity prices
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threshold models
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regime switching models
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border prices
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free on board
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cost and freight
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oil price
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inflation
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0.6827947497367859
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0.6702373623847961
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0.6683846712112427
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