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Forecasting with smooth transition autoregressive models
Lundbergh, Stefan, (2000)
Linear and nonlinear (non-)forecastability of high frequency exchange rates
Brooks, Chris, (1996)
Spectral analysis, seasonality, nonlinearity, methodology, and forecasting
Ghysels, Eric, (2001)
Nonlinear forecasting using a large number of predictors
Giovannelli, Alessandro, (2012)
On the impact of serial dependence on penalized regression methods
Tonini, Simone, (2022)
On the Selection of Common Factors for Macroeconomic Forecasting
Giovannelli, Alessandro, (2014)