Essays about: "SETAR model"
Found 1 essay containing the words SETAR model.
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1. Forecast Performance Between SARIMA and SETAR Models: An Application to Ghana Inflation Rate
University essay from Statistiska institutionenAbstract : In recent years, many research works such as Tiao and Tsay (1994), Stock and Watson (1999), Chen et al. (2001), Clements and Jeremy (2001), Marcellino (2002), Laurini and Vieira (2005) and others have described the dynamic features of many macroeconomic variables as nonlinear. READ MORE
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