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~institution:"University of Warwick / Department of Economics"
~person:"Boero, Gianna"
~person:"Smith, Jeremy"
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A Monte Carlo study of the forecasting performance of empirical SETAR models
Clements, Michael P.
;
Smith, Jeremy
-
1996
Persistent link: https://www.econbiz.de/10000597093
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2
Comparing the bias and misspecification in ARFIMA models
Smith, Jeremy
;
Taylor, Nicholas
;
Yadav, Sanjay
-
1995
Persistent link: https://www.econbiz.de/10000925966
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3
The effects of seasonal adjustment linear filters on cointegrating equations : a Monte Carlo investigation
Otero, Jesús G.
;
Smith, Jeremy
-
1996
Persistent link: https://www.econbiz.de/10000933522
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4
The performance of SETAR models : a regime conditional evaluation of point, interval and density forecasts
Boero, Gianna
(
contributor
);
Marrocu, Emanuela
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001729483
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