On forecast performance of SETAR model : an empirical investigation
G. P. Samanta
| Year of publication: |
1999
|
|---|---|
| Authors: | Samanta, G. P. |
| Published in: |
Journal of quantitative economics : official journal of the Indian Econometric Society. - Dordrecht : Springer Science + Business Media, ISSN 0971-1554, ZDB-ID 1235170-2. - Vol. 15.1999, 1, p. 89-114
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| Subject: | Prognoseverfahren | Forecasting model | Wirtschaftsprognose | Economic forecast | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | Theorie | Theory | Indien | India | Autokorrelation | Autocorrelation | 1982-1997 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | SETAR = Self-exciting threshold auto-regression In: Journal of quantitative economics |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001488725