Research

Research publications

“Prediction Regions for Interval-valued Time Series”, with G. Gonzalez-Rivera and E. Ruiz; Journal of Applied Econometrics, 35 (4), 373-390, 2020. DOI:10.1002/jae.2754

Working papers

“A Truncated Mixture Transition Model for Interval-valued Time Series”, with G. Gonzalez-Rivera (under review)