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A COMPARISON OF THE FORECAST PERFORMANCE OF MARKOV-SWITCHING AND THRESHOLD AUTOREGRESSIVE MODELS OF US GNP

Michael Clements and Hans-Martin Krolzig

No 268771, Economic Research Papers from University of Warwick - Department of Economics

Keywords: Agricultural and Food Policy; Research Methods/ Statistical Methods (search for similar items in EconPapers)
Date: 1997-10-20
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Related works:
Journal Article: A comparison of the forecast performance of Markov-switching and threshold autoregressive models of US GNP (1998)
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Persistent link: https://EconPapers.repec.org/RePEc:ags:uwarer:268771

DOI: 10.22004/ag.econ.268771

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