Skip to content
  • Log in
ZBW Journal Data Archive
  1. Home
  2. Journals
  3. Journal of Applied Econometrics
  • datasets
  • journals
  • info
  • Datasets
  • Activity Stream
  • About

1 dataset found

Issues: 2 Volumes: 14 Formats: f

  • Michael P. Clements
    ;
    Jeremy Smith

    A Monte Carlo study of the forecasting performance of empirical SETAR models ...

    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...
    DOI:10.15456/jae.2022314.0706009136
    • TXT
    • f
jae

Journal of Applied Econometrics

The Journal of Applied Econometrics aims to publish articles of high quality dealing with the

read more

Datasets
1
Followers
0
Total Views
12k
Recent Views
201

Publication Year

  • 1999 (1)

Volumes

  • 14 (1)

Issues

  • 2 (1)

Formats

  • f (1)
  • TXT (1)

close
  • About |
  • Imprint |
  • Data Protection |
  • Contact