Computation of estimates in segmented regression and a liquidity effect model
type: Item
instance of: scholarly article
title: Computation of estimates in segmented regression and a liquidity effect model
zbMATH Open document ID: 1446.62266
author: R. S. Gill
author: Kiseop Lee
author: Seongjoo Song
published in: Computational Statistics and Data Analysis
publication date: 2009-06-02T00:00:00Z
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 62-08
zbMATH DE Number: 5560121
zbMATH Keywords: segmented regression
zbMATH Keywords: liquidity effect estimation
zbMATH Keywords: multiple change points
describes a project that uses: FITPACK
describes a project that uses: ElemStatLearn
describes a project that uses: gss
MaRDI profile type: Publication
full work available at URL: j.csda.2007.02.026
OpenAlex ID: W2074568630
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DOI: 10.1016/J.CSDA.2007.02.026
description: scientific article; zbMATH DE number 5560121