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A semi-parametric time series approach in modeling hourly electricity loads

Liu, Jun M.; Chen, Rong; Liu, Lon-mu; Harris, John L. - In: Journal of forecasting 25 (2006) 8, pp. 537-559

Persistent link: https://www.econbiz.de/10003402053

Dynamic structural analysis and forecasting of residential electricity consumption

Harris, John L. - In: International journal of forecasting 9 (1993) 4, pp. 437-455

Persistent link: https://www.econbiz.de/10001159381

Nonparametric transfer function models

Liu, Jun M.; Chen, Rong; Yao, Qiwei - In: Journal of econometrics 157 (2010) 1, pp. 151-164

Persistent link: https://www.econbiz.de/10008661724

Identification of time series models in the presence of calendar variation

Liu, Lon-mu - In: International journal of forecasting 2 (1986) 3, pp. 357-372

Persistent link: https://www.econbiz.de/10001036234

Dynamic relationship analysis of US gasoline and crude oil prices

Liu, Lon-mu - In: Journal of forecasting 10 (1991) 5, pp. 521-547

Persistent link: https://www.econbiz.de/10001136612

Functional coefficient autoregressive models : estimation and tests of hypotheses

Chen, Rong - 1998

In this paper we study nonparametric estimation and hypothesis testing procedures for the functional coefficient AR (FAR) models of the form Xt = f1(Xt-d)Xt-1 +…+ fp(Xt-d)Xt-p +εt, first proposed by Chen and Tsay (1993). As a direct generalization of the linear AR model, the FAR model is a...