On SETAR non-linearity and forecasting

Journal of Forecasting

Volumn 22, Issue 5, 2003, Pages 359-375

  Clements, Michael P ^a   Franses, Philip Hans ^b   Smith, Jeremy ^a   Van Dijk, Dick ^b  

^a UNIVERSITY OF WARWICK   (United Kingdom)

^b ERASMUS UNIVERSITY ROTTERDAM   (Netherlands)

Author keywords

Forecasting; Non linearity; Uncertainty

Indexed keywords

COMPUTER SIMULATION; ECONOMIC AND SOCIAL EFFECTS; MONTE CARLO METHODS; REGRESSION ANALYSIS;

MACROECONOMIC DATA;

FORECASTING;

EID: 0041929375     PISSN: 02776693     EISSN: None     Source Type: Journal    
DOI: 10.1002/for.863     Document Type: Article

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