A Monte Carlo study of the forecasting performance of empirical SETAR models
Michael P. Clements and Jeremy Smith
| Year of publication: |
1996
|
|---|---|
| Authors: | Clements, Michael P. ; Smith, Jeremy |
| Institutions: | University of Warwick / Department of Economics (contributor) |
| Publisher: |
Coventry : Dept. of Economics, Univ. of Warwick |
| Subject: | Prognoseverfahren | Forecasting model | Monte-Carlo-Simulation | Monte Carlo simulation | Theorie | Theory | Simulation |
| Extent: | 75 S. |
|---|---|
| Series: | Warwick economic research papers. - Coventry, ISSN 0083-7350, ZDB-ID 863068-9. - Vol. 464 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000597093