In this paper we investigate the multi-period forecast performance of a number of empirical self-exciting threshold autoregressive (SETAR) models that have been proposed in the literature for modelling exchange rates and GNP, among other variables. We take each of the empirical SETAR models in turn
A Monte Carlo study of the Hoyt reliability coefficient in the Bower-Trabasso model
β Scribed by S.P. Marshall
- Publisher
- Elsevier Science
- Year
- 1976
- Tongue
- English
- Weight
- 241 KB
- Volume
- 14
- Category
- Article
- ISSN
- 0022-2496
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
The Monte Carlo technique is used to investigate the orientational order and the molecular organization of model nematic droplets with radial boundary conditions subject to an external field. The effect of varying field strength on these model systems of polymer dispersed liquid crystals (PDLC) is a
Many axons follow waveβlike undulating courses. This is a general feature of extracranial nerve segments, but is also found in some intracranial nervous tissue. The importance of axonal undulation has previously been considered, for example, in the context of biomechanics, where it has been shown th