Forecasting economic variables with nonlinear models
Year of publication: |
2006
|
---|---|
Authors: | Teräsvirta, Timo |
Published in: |
Handbook of economic forecasting ; Vol. 1. - Amsterdam [u.a.] : North-Holland, ISBN 0-444-51395-7. - 2006, p. 413-457
|
Subject: | Prognoseverfahren | Forecasting model | Mathematische Optimierung | Mathematical programming | Markov-Kette | Markov chain | Theorie | Theory | Nichtlineare Regression | Nonlinear regression |
-
Improving quantile forecasts via realized double hysteretic GARCH model in stock markets
Chen, Cathy W. S., (2024)
-
Non-linear dynamics in international resource markets : evidence from regime switching approach
Chen, Shyh-wei, (2014)
-
An alternative Bayesian approach to structural breaks in time series models
Hauwe, Sjoerd van den, (2011)
- More ...
-
A simple variable selection technique for nonlinear models
Rech, Gianluigi, (1999)
-
Financial sector and output dynamics in the euro area countries
Kappler, Marcus, (2013)
-
Teräsvirta, Timo, (2004)
- More ...