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nonlinear transformations
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On the predictive content of nonlinear
transformations
of lagged autoregression residuals and time series observations
Rossen, Anja
-
2014
extended by means of nonlinear
transformations
(quadratic, cubic, trigonometric, exponential functions) of lagged time series …
Persistent link: https://www.econbiz.de/10010435409
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2
On the predictive content of nonlinear
transformations
of lagged autoregression residuals and time series observations
Rossen, Anja
-
2011
uncertainty and provide a better directional accuracy,
transformations
of lagged residuals also lead to smaller forecast errors …
Persistent link: https://www.econbiz.de/10010307177
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