Selecting a Nonlinear Time Series Model using Weighted Tests of Equal Forecast Accuracy
Year of publication: |
2003-03-26
|
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Authors: | Dijk, D.J.C. van ; Franses, Ph.H.B.F. |
Institutions: | Erasmus University Rotterdam, Econometric Institute |
Subject: | nonlinearity | forecasting | forecast evaluation | model selection |
Extent: | application/pdf |
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Series: | Econometric Institute Report. - ISSN 1566-7294. |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series RePEc:dgr:eureir Number EI 2003-10 |
Source: |
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Selecting a Nonlinear Time Series Model using Weighted Tests of Equal Forecast Accuracy
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