Forecast performance of nonlinear error-correction models with multiple regimes
Year of publication: |
2005
|
---|---|
Authors: | Psaradakis, Zacharias G. ; Spagnolo, Fabio |
Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 24.2005, 2, p. 119-138
|
Subject: | Prognoseverfahren | Forecasting model | Markov-Kette | Markov chain | Monte-Carlo-Simulation | Monte Carlo simulation | Kointegration | Cointegration |
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