A COMPARISON OF THE FORECAST PERFORMANCE OF MARKOV-SWITCHING AND THRESHOLD AUTOREGRESSIVE MODELS OF US GNP
1997
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Details
Title
A COMPARISON OF THE FORECAST PERFORMANCE OF MARKOV-SWITCHING AND THRESHOLD AUTOREGRESSIVE MODELS OF US GNP
Author(s)
Clements, Michael P.
Krolzig, Hans-Martin
Krolzig, Hans-Martin
Issue Date
Oct 20 1997
Publication Type
Working or Discussion Paper
DOI and Other Identifiers
10.22004/ag.econ.268771
Record Identifier
https://ageconsearch.umn.edu/record/268771
Language
English
Total Pages
31
Record Appears in
University of Warwick - Department of Economics > Economic Research Papers