The forecast generation from threshold models is discussed. The main problems releted to the generetion of forecast from this class of models are presented focusing in particular on olug in last square and combined predictors. The performance of the proposed predictors are investigated using simulated and empirical examples.

Least squares predictors for threshold models: properties and forecast evaluation

AMENDOLA, Alessandra;NIGLIO, Marcella;VITALE, Cosimo Damiano
2008-01-01

Abstract

The forecast generation from threshold models is discussed. The main problems releted to the generetion of forecast from this class of models are presented focusing in particular on olug in last square and combined predictors. The performance of the proposed predictors are investigated using simulated and empirical examples.
2008
9788847007031
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11386/1869645
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