๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Performance of periodic error correction models in forecasting consumption data

โœ Scribed by Helmut Herwartz


Book ID
114174987
Publisher
Elsevier Science
Year
1997
Tongue
English
Weight
860 KB
Volume
13
Category
Article
ISSN
0169-2070

No coin nor oath required. For personal study only.


๐Ÿ“œ SIMILAR VOLUMES


Forecast performance of nonlinear error-
โœ Zacharias Psaradakis; Fabio Spagnolo ๐Ÿ“‚ Article ๐Ÿ“… 2005 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 154 KB ๐Ÿ‘ 1 views

In this paper we investigate the forecast performance of nonlinear errorcorrection models with regime switching. In particular, we focus on threshold and Markov switching error-correction models, where adjustment towards long-run equilibrium is nonlinear and discontinuous. Our simulation study revea