What causes the forecasting failure of Markov-Switching models? : A Monte Carlo study
Year of publication: |
2005
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Other Persons: | Bessec, Marie (contributor) ; Bouabdallah, Othman (contributor) |
Published in: |
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet. - Berlin : De Gruyter, ISSN 1558-3708, ZDB-ID 1385261-9. - Vol. 9.2005, 2, p. 1-22
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Subject: | Markov-Kette | Markov chain | Prognoseverfahren | Forecasting model | Monte-Carlo-Simulation | Monte Carlo simulation |
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