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A Copula-Based Markov Switching Seemingly Unrelated Regression Approach for Analysis the Demand and Supply on Sugar Market.
Pathairat Pastpipatkul
Nisit Panthamit
Woraphon Yamaka
Songsak Sriboonchitta
Published in:
IUKM (2016)
Keyphrases
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regression model
electricity markets
demand forecasting
seemingly unrelated
statistical analysis
dependence structure