Abstract: In some situations, theoreticians recommend a given predictive model for a series of financial time. However, some inappropriate behaviors in given series make such a model unsuitable. One of the reasons for this can be the non-linearity of those behaviors. A proposed model to treat these series is the TAR model (threshold autoregressive). TAR models are determined by a variable called threshold for which it mainly results to be a temporal nonlinear model. A TAR model expresses itself as a temporal series, with a lagged as a threshold variable, where d is an entire positive called retard threshold. In practice, the threshold variable is unknown, due to which an important question is how to determine it; an answer to this question is given in this paper. TAR models are illustrated by modeling Spain\\\\\\\\\\\\\\\'s Gross Domestic Product.
HouSI: A heuristic for the delimitation of housing submarkets and price homogeneous areas
Python library with spatially constrained clustering algorithms
Interactive tool for visualizing the interindustry dynamics in Colombian economy.
The Center for Urban and Environmental Studies, Urbam, is a new RiSE's partner. Interesting projects are coming!
Doctor Xinyue Ye, a RiSE’s academic affiliate, was awarded the Regional Development and Planning (RDPSG) Emerging Scholar by the Association of American Geographers (AAG).
The VI World Conference of the Spatial Econometrics Association (SEA) Conference in Latin America
