potter.f
Creators:
Michael P. Clements
;
Jeremy Smith
From the dataset abstract
In this paper we investigate the multi-period forecast performance of a number of empirical self-exciting threshold autoregressive (SETAR) models that have been proposed in the literature...
Source: A Monte Carlo study of the forecasting performance of empirical SETAR models (replication data)
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Metadata
| Field | Value |
|---|---|
| Format | f |
| License | CC-BY 4.0 |
| URL | https://jda-test.zbw.eu/dataset/a84676fb-1748-457b-acaf-54546e596e0b/resource/69849c79-e683-4a5b-a0ea-59556525e1f4/download/potter.f |
| Last updated | November 4, 2022 |
| Created | November 4, 2022 |
