A Monte Carlo study of the forecasting performance of empirical SETAR models
Year of publication: |
1999
|
---|---|
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
|
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 |
-
The personal saving rate : data revisions and forecasts
Croushore, Dean Darrell, (2022)
-
Do IMF forecasts respect Okun's law? : evidence for advanced and developing economies
An, Zidong, (2019)
-
Conditional variance forecasts for long-term stock returns : a preprint
Mammen, Enno, (2019)
- More ...
-
Clements, Michael P., (2000)
-
The performance of alternative forecasting methods for SETAR models
Clements, Michael P., (1997)
-
Evaluating forecasts from SETAR models of exchange rates
Clements, Michael P., (2001)
- More ...