readme.cs.txt
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)
Metadata
| Field | Value |
|---|---|
| Format | text/plain |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/6d331788-97c3-4810-b1eb-7def57f1f706/resource/7fdd103d-8f1f-4444-90ed-64c70fed1b61/download/readme.cs.txt |
| Last updated | November 10, 2022 |
| Created | November 10, 2022 |
