A comparison of the forecast performance of Markov‐switching and threshold autoregressive models of US GNP-Reference-Cited by-同舟云学术

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A comparison of the forecast performance of Markov‐switching and threshold autoregressive models of US GNP

Published:1998-06-01 Issue:1 Volume:1 Page:C47-C75
ISSN:1368-4221
Container-title:The Econometrics Journal
language:en
Short-container-title:

Author:

Clements Michael P.¹,Krolzig Hans‐Martin²

Affiliation:

1. Department of Economics, University of Warwick, UK

2. Institute of Economics and Statistics, University of Oxford, UK

Publisher

Oxford University Press (OUP)

Subject

Economics and Econometrics

Link

http://academic.oup.com/ectj/article-pdf/1/1/C47/25973824/ectj0047.pdf

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