What Causes The Forecasting Failure of Markov-Switching Models? A Monte Carlo Study (Q3368387): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.2202/1558-3708.1171 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2236157805 / rank | |||
Normal rank | |||
Latest revision as of 19:48, 19 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
