On forecast performance of SETAR model : an empirical investigation
G. P. Samanta
| Year of publication: |
1999
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| Authors: | Samanta, G. P. |
| Published in: |
Journal of quantitative economics : journal of the Indian Econometric Society. - Mumbai, ISSN 0971-1554, ZDB-ID 12351702. - Vol. 15.1999, 1, p. 89-114
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| Type of publication: | Article |
|---|---|
| Language: | English |
| Notes: | SETAR = Self-exciting threshold auto-regression In: Journal of quantitative economics |
| Source: |
Persistent link: https://www.econbiz.de/10009927296