A comparison of the forecast performance of Markov-switching and threshold autoregressive models of US GNP
By: Michael P. Clements and Hans-Martin Krolzig.
Contributors: Krolzig, Hans-Martin.; University of Warwick. Department of Economics.
Series: Warwick economic research papers -- No.489
Publisher: University of Warwick Department of Economics
Published: 1997
Place of publication: Coventry
Language: eng