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The performance of SETAR models: a regime conditional evaluation of point, interval and density forecasts
Boero, Gianna, (2004)
Evaluating non-linear models on point and interval forecasts: an application with exchange rates
Boero, Gianna, (2005)
The Performance of SETAR models by Regime: A Conditional Evaluation of Interval and Density Forecasts
Marrocu, Emanuela, (2003)