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Multiple Complex Linear Regression

In: Complex-Valued Econometrics with Examples in R

Author

Listed:
  • Sergey Svetunkov

    (Peter the Great St. Petersburg Polytechnic University)

  • Ivan Svetunkov

    (Lancaster University Management School)

Abstract

This chapter expands the discussion from Chap. 3 to Multiple Complex Linear Regression (cLR), focusing on the relationships among multiple complex variables. It lays out the model formulation, estimation process, and inference methods, emphasizing the complexities and challenges unique to handling multiple complex variables. The chapter aims to provide a comprehensive framework for understanding and applying multiple cLR in practical scenarios, including how to address uncertainty and incorporate dummy variables effectively.

Suggested Citation

  • Sergey Svetunkov & Ivan Svetunkov, 2024. "Multiple Complex Linear Regression," Contributions to Economics, in: Complex-Valued Econometrics with Examples in R, chapter 0, pages 63-78, Springer.
    • Handle: RePEc:spr:conchp:978-3-031-62608-1_4
    DOI: 10.1007/978-3-031-62608-1_4
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