Time-varying parameter energy demand functions : benchmarking state-space methods against rolling-regressions
Aynur Alptekin, David C. Broadstock, Xiaoqi Chen, Dong Wang
| Year of publication: |
2019
|
|---|---|
| Authors: | Alptekin, Aynur ; Broadstock, David C. ; Chen, Xiaoqi ; Wang, Dong |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 82.2019, p. 26-41
|
| Subject: | Monte Carlo | Natural gas demand | Rolling regressions | State-space model | Time-varying parameters | Monte-Carlo-Simulation | Monte Carlo simulation | Zustandsraummodell | State space model | Schätztheorie | Estimation theory | Energiekonsum | Energy consumption | Erdgas | Natural gas | Nachfrage | Demand | Regressionsanalyse | Regression analysis | Benchmarking | Zeitreihenanalyse | Time series analysis |