A comparison of the forecast performance of Markov-switching and treshold autoregressive models of US GNP
Michael P. Clements ; Hans-Martin Krolzig
| Year of publication: |
1998
|
|---|---|
| Authors: | Clements, Michael P. ; Krolzig, Hans-Martin |
| Published in: |
The econometrics journal. - Oxford : Oxford University Press, ISSN 1368-4221, ZDB-ID 1412265-0. - Vol. 1.1998, 1, p. 47-75
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| Subject: | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Monte-Carlo-Simulation | Monte Carlo simulation | Theorie | Theory | Ökonometrisches Modell | Econometric model | Nationaleinkommen | National income | Schätzung | Estimation | USA | United States | 1952-1996 |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: The Econometrics journal |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001443672