A Monte Carlo study of the forecasting performance of empirical setar models
By: Michael P. Clements and Jeremy Smith.
Contributors: Smith, Jeremy.; University of Warwick. Department of Economics.
Series: Warwick economic research papers -- No.464; Economic research paper series / Warwick University, Department of Economics -- no.464; Economic research paper (Warwick University, Department of Economics) -- no.464.
Publisher: Warwick University, Department of Economics
Published: 1996
Place of publication: Coventry
Language: eng