Forecasting European GDP Using Self-Exciting Threshold Autoregressive Models. A Warning
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References listed on IDEAS
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More about this item
KeywordsNonlinear Time Series Models; SETAR Models; Forecasting;
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
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