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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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Forecasting seasonal UK consumption components
Clements, Michael P.; Smith, Jeremy - 1997
Persistent link: https://www.econbiz.de/10000633265
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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 forecast of densities of linear and non-linear models : applications to output growth and unemployment
Clements, Michael P.; Smith, Jeremy - 1998
Persistent link: https://www.econbiz.de/10001350975
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Evaluating multivariate forecast densities : a comparison of two approaches
Clements, Michael P.; Smith, Jeremy - In: International journal of forecasting 18 (2002) 3, pp. 397-407
Persistent link: https://www.econbiz.de/10001690075
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On SETAR non-linearity and forecasting
Clements, Michael P.; Franses, Philip Hans; Smith, Jeremy; … - In: Journal of forecasting 22 (2003) 5, pp. 359-375
Persistent link: https://www.econbiz.de/10001781684
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Evaluating the forecast densities of linear and non-linear models : applications to output growth and unemployment
Clements, Michael P.; Smith, Jeremy - In: Journal of forecasting 19 (2000) 4, pp. 255-276
Persistent link: https://www.econbiz.de/10001504605
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Evaluating forecasts from SETAR models of exchange rates
Clements, Michael P.; Smith, Jeremy - In: Journal of international money and finance 20 (2001) 1, pp. 133-148
Persistent link: https://www.econbiz.de/10001546113
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The performance of alternative forecasting methods for SETAR models
Clements, Michael P. - In: International journal of forecasting 13 (1997) 4, pp. 463-475
Persistent link: https://www.econbiz.de/10001240453