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Introduction: Forecasting returns and risk in financial markets using linear and nonlinear models
Clements, Michael P.; Milas, Costas; Dijk, Dick van - In: International journal of forecasting 25 (2009) 2, pp. 215-217
Persistent link: https://www.econbiz.de/10003870040
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Predicting early data revisions to U.S. GDP and the effects of releases on equity markets
Clements, Michael P.; Galvão, Ana Beatriz C. - In: Journal of business & economic statistics : JBES ; a … 35 (2017) 3, pp. 389-406
Persistent link: https://www.econbiz.de/10011705949
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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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Explanations of the inconsistencies in survey respondents' forecasts
Clements, Michael P. (contributor) - 2008
Persistent link: https://www.econbiz.de/10003764460
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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