potter.f
Creators:
Michael P. Clements
;
Jeremy Smith
From the dataset abstract
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...
Source: A Monte Carlo study of the forecasting performance of empirical SETAR models (replication data)
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Metadata
| Field | Value |
|---|---|
| Format | f |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/6d331788-97c3-4810-b1eb-7def57f1f706/resource/1988ceb5-4b7c-4e90-b844-5270ee4a7be6/download/potter.f |
| Last updated | November 10, 2022 |
| Created | November 10, 2022 |
