The forecasting performance of various models for seasonality and nonlinearity for quarterly industrial production
Year of publication: |
2001-04-26
|
---|---|
Authors: | Franses, Philip Hans ; van Dijk, Dick |
Institutions: | Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam |
Subject: | forecasting | industrial production | nonlinearity | seasonality |
Extent: | application/pdf |
---|---|
Series: | Econometric Institute Research Papers. - ISSN 1566-7294. |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series RePEc:ems:eureir Number EI 2001-14 |
Source: |
-
Franses, Ph.H.B.F., (2001)
-
Modeling and forecasting Brazilian industrial production: unit roots, seasonality and non-linearity
Campante, Filipe R., (2002)
-
Seasonal smooth transition autoregression
Franses, Philip Hans, (2000)
- More ...
-
A simple test for PPP among traded goods
Franses, Philip Hans, (2002)
-
Do We Often Find ARCH Because Of Neglected Outliers?
Franses, Philip Hans, (1997)
-
A nonlinear long memory model for US unemployment
van Dijk, Dick, (2000)
- More ...