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Business cycle asymmetries : characterisation and testing based on Markov-switching autoregressions
Clements, Michael P.
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Krolzig, Hans-Martin
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1998
Persistent link: https://www.econbiz.de/10001370037
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A comparison of the forecast performance of Markov-switching and threshold autoregressive models of US GNP
Clements, Michael P.
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Krolzig, Hans-Martin
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1997
Persistent link: https://www.econbiz.de/10000645924
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Multi-step estimation for forecasting
Clements, Michael P.
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Hendry, David F.
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1996
Persistent link: https://www.econbiz.de/10000928387
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