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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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Performance of alternative forecasting methods for setar models
Clements, Michael P.; Smith, Jeremy - 1996
Persistent link: https://www.econbiz.de/10000614408
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A comparison of the forecast performance of Markov-switching and threshold autoregressive models of US GNP
Clements, Michael P.; Krolzig, Hans-Martin - 1997
Persistent link: https://www.econbiz.de/10000645924
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Non-linearities in exchange rates
Clements, Michael P.; Smith, Jeremy - 1998
Persistent link: https://www.econbiz.de/10000666696
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Evaluating the rationality of fixed-event forecasts
Clements, Michael P. - 1996
Persistent link: https://www.econbiz.de/10000666702
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Forecasting economic time series
Clements, Michael P.; Hendry, David F. - 1998 - 1. publ.
Persistent link: https://www.econbiz.de/10000672571
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Evaluating econometric forecasts of economic and financial variables
Clements, Michael P. - 2005 - 1. publ.
Persistent link: https://www.econbiz.de/10002113092
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Evaluating the survey of professional forecasters probability distributions of expected inflation based on derived event probability forecasts
Clements, Michael P. - In: Empirical economics : a journal of the Institute for … 31 (2006) 1, pp. 49-64
Persistent link: https://www.econbiz.de/10003307044
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Forecasting with breaks
Clements, Michael P.; Hendry, David F. - 2006
Persistent link: https://www.econbiz.de/10003338440
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Forecast encompassing tests and probability forecasts
Clements, Michael P.; Harvey, David I. - In: Journal of applied econometrics 25 (2010) 6, pp. 1028-1062
Persistent link: https://www.econbiz.de/10008667429