Modelling nonlinearities in commodity prices using smooth transition regression models with exogenous transition variables.
Hany FahmyPublished in: Stat. Methods Appl. (2014)
Keyphrases
- regression model
- target variable
- explanatory variables
- independent variables
- directed graphical models
- regression analysis
- model selection
- regression methods
- generalized linear models
- predictor variables
- prediction model
- response variable
- logistic regression models
- linear model
- variable selection
- regression trees
- autoregressive
- graphical models
- multivariate regression
- linear regression model
- generalized linear
- dependent variables
- cross validation
- random variables
- markov blanket
- regression method
- directed acyclic graph