The performance of alternative forecasting methods for SETAR models
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Bibliographic InfoArticle provided by Elsevier in its journal International Journal of Forecasting.
Volume (Year): 13 (1997)
Issue (Month): 4 (December)
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Web page: http://www.elsevier.com/locate/ijforecast
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- Clements, Michael P & Smith, Jeremy, 1999.
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- Clements, Michael P & Smith, Jeremy, 1996. "A Monte Carlo Study of the Forecasting Performance of Empirical Setar Models," The Warwick Economics Research Paper Series (TWERPS) 464, University of Warwick, Department of Economics.
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