The performance of alternative forecasting methods for SETAR models

International Journal of Forecasting

Volumn 13, Issue 4, 1997, Pages 463-475

  Clements, Michael P ^a   Smith, Jeremy ^a  

^a UNIVERSITY OF WARWICK   (United Kingdom)

Author keywords

Forecasting; Simulations; Threshold model

Indexed keywords

EID: 0031498328     PISSN: 01692070     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0169-2070(97)00017-4     Document Type: Article

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