Chapter 8 Forecasting economic variables with nonlinear models
Year of publication: |
2006
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Authors: | Teräsvirta, Timo |
Published in: |
Handbook of economic forecasting ; 1. - Amsterdam : Elsevier North Holland, ISBN 978-0-444-51395-3. - 2006, p. 413-457
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Subject: | forecast comparison | nonlinear modelling | neural network | smooth transition regression | switching regression | Markov switching | threshold autoregression | Nichtlineare Regression | Nonlinear regression | Prognoseverfahren | Forecasting model | Regressionsanalyse | Regression analysis | Markov-Kette | Markov chain | Neuronale Netze | Neural networks | Autokorrelation | Autocorrelation | Schätzung | Estimation | Schätztheorie | Estimation theory |
Type of publication: | Article |
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Language: | English |
Other identifiers: | 10.1016/S1574-0706(05)01008-6 [DOI] |
Classification: | C22 - Time-Series Models ; C45 - Neural Networks and Related Topics ; C51 - Model Construction and Estimation ; C52 - Model Evaluation and Testing ; C53 - Forecasting and Other Model Applications |
Source: | ECONIS - Online Catalogue of the ZBW |
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