๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

THE PREDICTIVE PERFORMANCE OF THREE AUTOREGRESSIVE MOVING-AVERAGE MODELS:A MONTE CARLO INVESTIGATION

โœ Scribed by John T. Batts; Robert F. McNown


Book ID
111039600
Publisher
John Wiley and Sons
Year
1989
Tongue
English
Weight
706 KB
Volume
10
Category
Article
ISSN
0143-9782

No coin nor oath required. For personal study only.


๐Ÿ“œ SIMILAR VOLUMES


A Monte Carlo study of the forecasting p
โœ Michael P. Clements; Jeremy Smith ๐Ÿ“‚ Article ๐Ÿ“… 1999 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 166 KB ๐Ÿ‘ 2 views

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