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THE PERFORMANCE OF SETAR MODELS : A REGIME CONDITIONAL EVALUATION OF POINT, INTERVAL AND DENSITY FORECASTS
Boero, Gianna, (2003)
The Performance of Non-linear Exchange Rate Models: A Forecasting Comparison.
Boero, Gianna, (2002)
The Performance of SETAR models by Regime: A Conditional Evaluation of Interval and Density Forecasts
Marrocu, Emanuela, (2003)