A comparison of the forecast performance of Markov‐switching and threshold autoregressive models of US GNP (Q6166852)
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scientific article; zbMATH DE number 7708412
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| English | A comparison of the forecast performance of Markov‐switching and threshold autoregressive models of US GNP |
scientific article; zbMATH DE number 7708412 |
Statements
A comparison of the forecast performance of Markov‐switching and threshold autoregressive models of US GNP (English)
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7 July 2023
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business cycles
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Monte Carlo simulation
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nonlinear time series
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prediction
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regime shifts
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