Threshold regression for modeling symbolic interval data

• Main Authors: Panisara Phochanachan, Pathairat Pastpipatkul, Woraphon Yamaka, Songsak Sriboonchitta
• Format: Journal
• Published: 2018
• Subjects: Economics, Econometrics and Finance; Agricultural and Biological Sciences
• Online Access: https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85019584625&origin=inward; http://cmuir.cmu.ac.th/jspui/handle/6653943832/46514
• Institution: Chiang Mai University

© Serials Publications Pvt.Ltd. This paper proposes a threshold regression model for symbolic interval data to explain the structural change in interval time series data. In this study, the center method and center-range method are applied in the thresold regression model and the parameters are esti...