A comparison of the forecast performance of Markov‐switching and threshold autoregressive models of US GNP

DOI10.1111/1368-423x.11004OpenAlexW1964743509MaRDI QIDQ6166852

Hans-Martin Krolzig, Michael P. Clements

Publication date: 7 July 2023

Published in: The Econometrics Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1368-423x.11004

zbMATH Keywords

predictionbusiness cyclesregime shiftsMonte Carlo simulationnonlinear time series

Mathematics Subject Classification ID

Statistics (62-XX)

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