A comparison of the forecast performance of Markov-switching and threshold autoregressive models of US GNP
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Other versions of this item:
- Clements, Michael P. & Krolzig, Hans-Martin, 1997. "A Comparison Of The Forecast Performance Of Markov-Switching And Threshold Autoregressive Models Of Us Gnp," Economic Research Papers 268771, University of Warwick - Department of Economics.
More about this item
KeywordsBusiness cycles; Monte Carlo simulation; Nonlinear time series; Prediction; Regime shifts.;
All these keywords.
StatisticsAccess and download statistics
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