What Causes The Forecasting Failure of Markov-Switching Models? A Monte Carlo Study (Q3368387): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 15:41, 4 February 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
