The performance of SETAR models: a regime conditional evaluation of point, interval and density forecasts
| Title | The performance of SETAR models: a regime conditional evaluation of point, interval and density forecasts |
| Publication Type | Journal Article |
| Year of Publication | 2004 |
| Authors | Boero, G, Marrocu, E |
| Journal | INTERNATIONAL JOURNAL OF FORECASTING |
| Volume | 20 |
| Pagination | 305–320 |
| URL | http://www.sciencedirect.com/science/article/pii/S0169207003001092 |
| DOI | 10.1016/j.ijforecast.2003.09.011 |
| Keywords | forecasting accuracy, Interval and density forecasts, setar models |