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Econometric Reviews Volume 29, 2010 - Issue 5-6: The Link Between Statistical Learning Theory and Econometrics: Applications in Econometrics, Finance, and Marketing
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Original Articles

Identification of Changes in Mean with Regression Trees: An Application to Market Research

William S. Rea Department of Mathematics and Statistics, University of Canterbury, Christchurch, New Zealand
,
Marco Reale Department of Mathematics and Statistics, University of Canterbury, Christchurch, New ZealandCorrespondence[email protected]
,
Carmela Cappelli Dipartimento di Scienze Statistiche, Universitá di Napoli Federico II, Naples, Italy
&
Jennifer A. Brown Department of Mathematics and Statistics, University of Canterbury, Christchurch, New Zealand
Pages 754-777 | Published online: 15 Sep 2010

Citations (18)

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Arturo Leccadito, Omar Rachedi & Giovanni Urga. (2015) True Versus Spurious Long Memory: Some Theoretical Results and a Monte Carlo Comparison. Econometric Reviews 34:4, pages 452-479.
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Articles from other publishers (17)

Huidi Lu, Ralf van der Lans, Kristiaan Helsen & Dinesh K. Gauri. (2023) DEPART: Decomposing prices using atheoretical regression trees. International Journal of Research in Marketing 40:4, pages 781-800.
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Carmela Cappelli, Francesca Di Iorio, Angela Maddaloni & Pierpaolo D’Urso. (2019) Atheoretical Regression Trees for classifying risky financial institutions. Annals of Operations Research 299:1-2, pages 1357-1377.
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Carmela Cappelli, Roy Cerqueti, Pierpaolo D’Urso & Francesca Di Iorio. (2021) Multiple breaks detection in financial interval-valued time series. Expert Systems with Applications 164, pages 113775.
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Felipe Calliari, Gustavo Castro do Amaral & Michael Lunglmayr. (2020) FPGA-embedded Linearized Bregman Iteration algorithm for trend break detection. EURASIP Journal on Wireless Communications and Networking 2020:1.
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Michael Lunglmayr & Gustavo C. Amaral. (2019) Linearized Bregman Iterations for Automatic Optical Fiber Fault Analysis. IEEE Transactions on Instrumentation and Measurement 68:10, pages 3699-3711.
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Radomir Rogus, Maciej Sołtysik & Rafał Czapaj. (2019) Application of similarity analysis in PV sources generation forecasting for energy clusters. E3S Web of Conferences 84, pages 01009.
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Felipe Calliari, Luis Herrera, Jean Pierre von der Weid & Gustavo Amaral. 2019. Optics, Photonics and Laser Technology 2018. Optics, Photonics and Laser Technology 2018 33 56 .
Pierpaolo D'Urso, Riccardo Massari, Carmela Cappelli & Livia De Giovanni. (2017) Autoregressive metric-based trimmed fuzzy clustering with an application to PM10 time series. Chemometrics and Intelligent Laboratory Systems 161, pages 15-26.
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Jean Pierre von der Weid, Mario H. Souto, Joaquim D. Garcia & Gustavo C. Amaral. (2016) Adaptive Filter for Automatic Identification of Multiple Faults in a Noisy OTDR Profile. Journal of Lightwave Technology 34:14, pages 3418-3424.
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Mario Souto, Joaquim D. Garcia & Gustavo C. Amaral. (2016) ℓ<inf>1</inf> Adaptive trend filter via fast coordinate descent. ℓ<inf>1</inf> Adaptive trend filter via fast coordinate descent.
William Rea, Chris Price, Les Oxley, Marco Reale & Jennifer Brown. (2016) A New Procedure to Test for Fractional Integration. Open Journal of Statistics 06:04, pages 651-666.
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Julio Ramírez-Pacheco, Luis Rizo-Domínguez & Joaquin Cortez-González. (2015) Wavelet-Tsallis Entropy Detection and Location of Mean Level-Shifts in Long-Memory fGn Signals. Entropy 17:12, pages 7979-7995.
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Carmela Cappelli, Pierpaolo D'Urso & Francesca Di Iorio. (2015) Regime change analysis of interval-valued time series with an application to PM10. Chemometrics and Intelligent Laboratory Systems 146, pages 337-346.
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Youngjae Chang. (2014) Panel data analysis with regression trees. Journal of the Korean Data and Information Science Society 25:6, pages 1253-1262.
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Carmela Cappelli, Pierpaolo D’Urso & Francesca Di Iorio. (2013) Change point analysis of imprecise time series. Fuzzy Sets and Systems 225, pages 23-38.
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Carmela Cappelli & Francesca Di Iorio. 2013. Complex Models and Computational Methods in Statistics. Complex Models and Computational Methods in Statistics 63 76 .
William Rea, Marco Reale, Jennifer Brown & Les Oxley. (2011) Long memory or shifting means in geophysical time series?. Mathematics and Computers in Simulation 81:7, pages 1441-1453.
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