Title of article :
Computation of estimates in segmented regression and a liquidity effect
model
Author/Authors :
Ryan Gill، نويسنده , , Kiseop Lee، نويسنده , , Seongjoo Song، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2007
Keywords :
Segmented regression , Liquidity effect estimation , Multiple change points
Journal title :
Computational Statistics and Data Analysis
Journal title :
Computational Statistics and Data Analysis