On SETAR non-linearity and forecasting

MP (Michael) Clements, Philip Hans Franses, J Smith, Dick van Dijk

Research output: Contribution to journalArticleAcademicpeer-review

25 Citations (Scopus)
Original languageUndefined/Unknown
Pages (from-to)359-376
Number of pages18
JournalJournal of Forecasting
Volume22
Issue number5
DOIs
Publication statusPublished - 2003

Bibliographical note

August 2003

Research programs

  • EUR ESE 11

Cite this