What Causes The Forecasting Failure of Markov-Switching Models? A Monte Carlo Study (Q3368387): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 10:55, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | What Causes The Forecasting Failure of Markov-Switching Models? A Monte Carlo Study |
scientific article |
Statements
What Causes The Forecasting Failure of Markov-Switching Models? A Monte Carlo Study (English)
0 references
27 January 2006
0 references
Forecasting
0 references
Regime shifts
0 references
Markov switching
0 references