The performance of SETAR models: a regime conditional evaluation of point, interval and density forecasts

Gianna Boero () and Emanuela Marrocu

International Journal of Forecasting, 2004, vol. 20, issue 2, 305-320

Date: 2004
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (29)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0169-2070(03)00109-2
Full text for ScienceDirect subscribers only

Related works:
Working Paper: THE PERFORMANCE OF SETAR MODELS: A REGIME CONDITIONAL EVALUATION OF POINT, INTERVAL AND DENSITY FORECASTS (2003)
Working Paper: THE PERFORMANCE OF SETAR MODELS: A REGIME CONDITIONAL EVALUATION OF POINT, INTERVAL AND DENSITY FORECASTS (2003)
Working Paper: The performance of Setar Models: a regime conditional evaluation of point, interval and density forecasts (2002)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:intfor:v:20:y:2004:i:2:p:305-320

Access Statistics for this article

International Journal of Forecasting is currently edited by R. J. Hyndman

More articles in International Journal of Forecasting from Elsevier
Bibliographic data for series maintained by Catherine Liu ().