Swanson, N.

model forecasting journal forecast clement parameter performance distribution approach university statistic output swanson price output growth density growth issue paper evaluation regime business series error testing review economic estimation cycle accuracy interest franse number probability variable example oil prices diebold corradi comparison econometrics hamilton process time series 169–183 method nonlinear prediction return model selection time series models literature gooijer relationship nonlinear models function transition forecasting performance shock timmerman terasvirta ability approximation selection interval business cycle oil price value setar models rutgers university van dijk research specification forecast performance finance hendry interest rates hj þþ2 þ/ð analysis application