Linear models, smooth transition autoregressions and neural networks for forecasting macroeconomic time series: A reexamination
Year of publication: |
2004
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Authors: | Teräsvirta, Timo ; van Dijk, Dick ; Medeiros, Marcelo C. |
Publisher: |
Rio de Janeiro : Pontifícia Universidade Católica do Rio de Janeiro (PUC-Rio), Departamento de Economia |
Subject: | Zeitreihenanalyse | Neuronale Netze | Autokorrelation | forecast combination | forecast evaluation | neural network model | nonlinear modelling | nonlinear forecasting JEL Codes: C22 | C53 |
Series: | Texto para discussão ; 485 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 39488793X [GVK] hdl:10419/175972 [Handle] RePEc:rio:texdis:485 [RePEc] |
Source: |
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Teräsvirta, Timo, (2004)
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Teräsvirta, Timo, (2004)
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Chapter 8 Forecasting economic variables with nonlinear models
Teräsvirta, Timo, (2006)
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Teräsvirta, Timo, (2004)
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Teräsvirta, Timo, (2004)
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Teräsvirta, Timo, (2005)
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