Title of article :
The performance of SETAR models: a regime conditional evaluation of point, interval and density forecasts
Author/Authors :
GiannaBoero، نويسنده , , EmanuelaMarrocu، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2004
Keywords :
SETAR models , Forecasting accuracy , Point forecasts , interval forecasts , Density forecasts , MSFEs , Euro effective exchange rate
Journal title :
International Journal of Forecasting
Journal title :
International Journal of Forecasting
