Out-of-sample forecasts and nonlinear model selection with an example of the term structure of interest rates
Year of publication: |
2003
|
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Authors: | Liu, Yamei ; Enders, Walter |
Published in: |
Southern economic journal. - Hoboken, NJ : Wiley Subscription Services, Inc., ISSN 0038-4038, ZDB-ID 219272-X. - Vol. 69.2003, 3, p. 520-540
|
Subject: | Zeitreihenanalyse | Time series analysis | Prognoseverfahren | Forecasting model | Zinsstruktur | Yield curve | Theorie | Theory | Nichtlineare Dynamik | Nonlinear dynamics |
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