Forecast accuracy of the linear and nonlinear autoregressive models in macroeconomic modeling
Ali Taiebnia, Shapour Mohammadi
| Year of publication: |
2023
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|---|---|
| Authors: | Taiebnia, Ali ; Mohammadi, Shapour |
| Published in: |
Journal of forecasting. - New York, NY : Wiley Interscience, ISSN 1099-131X, ZDB-ID 2001645-1. - Vol. 42.2023, 8, p. 2045-2062
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| Subject: | global approximators | multivariate Volterra series | neural networks | nonlinear vector autoregressive | Neuronale Netze | Neural networks | Prognoseverfahren | Forecasting model | Nichtlineare Regression | Nonlinear regression | VAR-Modell | VAR model | Makroökonometrie | Macroeconometrics | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Autokorrelation | Autocorrelation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/for.3002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10014432847