A comparison of multistep commodity price forecasts using direct and iterated smooth transition autoregressive methods

Ubilava, D

Ubilava, D (通讯作者),Univ Sydney, Sch Econ, Camperdown, NSW, Australia.

AGRICULTURAL ECONOMICS, 2022; 53 (5): 687

Abstract

The smooth transition autoregressive (STAR) modeling framework has gained popularity in commodity price analysis due to its ability to capture essenti......

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