A Monte Carlo study of the forecasting performance of empirical SETAR models
Michael P. Clements and Jeremy Smith
| Year of publication: |
1999
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|---|---|
| Authors: | Clements, Michael P. ; Smith, Jeremy |
| Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 633941-4. - Vol. 14.1999, 2, p. 123-141
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| Subject: | Self-exciting threshold autoregressive model | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Monte-Carlo-Simulation | Monte Carlo simulation | Theorie | Theory | Autokorrelation | Autocorrelation | Wechselkurs | Exchange rate | Nationaleinkommen | National income | Sparquote | Propensity to save | Prognose | Forecast | Industrieländer | Industrialized countries |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Journal of applied econometrics |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001387355