Forecasting macroeconomic variables using neural network models and three automated model selection techniques
Anders Bredahl Kock and Timo Teräsvirta
| Year of publication: |
2016
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|---|---|
| Authors: | Kock, Anders Bredahl ; Teräsvirta, Timo |
| Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 35.2016, 8/10, p. 1753-1779
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| Subject: | Artificial neural network | Forecast comparison | Model selection | Nonlinear autoregressive model | Nonlinear time series | Root mean Square forecast error | Wilcoxon's signed-rank test | Prognoseverfahren | Forecasting model | Neuronale Netze | Neural networks | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Nichtlineare Regression | Nonlinear regression | Autokorrelation | Autocorrelation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07474938.2015.1035163 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011592391