A Monte Carlo Study of the Forecasting Performance of Empirical SETAR Models
| Year of publication: |
1999
|
|---|---|
| Authors: | Clements, M.P. ; Smith, J. |
| Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 6339414. - Vol. 14.1999, 2, p. 123-142
|