Segmented regression modelling with an application to German exchange rate data
Segmented regression models are the topic of this thesis. These are regression models in which the mean response is thought to be linear in the explanatory variables within regions of a particular explanatory variable. A criterion for estimating the number of segments in a segmented model is give...
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| Language: | English |
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2008
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| Online Access: | http://hdl.handle.net/2429/3119 |