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Intercept Corrections and Structural Change
Clements, M.P.; Hendry, D.F. - In: Journal of applied econometrics 11 (1996) 5, pp. 475-494
Persistent link: https://www.econbiz.de/10007003072
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Forecasting in Cointegrated Systems
Clements, M.P.; Hendry, D.F. - In: Journal of applied econometrics 10 (1995) 2, pp. 127-146
Persistent link: https://www.econbiz.de/10007007895
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A Monte Carlo Study of the Forecasting Performance of Empirical SETAR Models
Clements, M.P.; Smith, J. - In: Journal of applied econometrics 14 (1999) 2, pp. 123-142
Persistent link: https://www.econbiz.de/10006989347