Nonlinear Models for Economic Forecasting Applications: An Evolutionary Discussion

This article follows the main contributions brought to the nonlinear modeling literature. We investigate and review a series of parametric initiatives, focusing on the evolution of TAR and ARCH – GARCH model families in econometric and forecasting applications.

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Year of publication:	2014-06
Authors:	Calin, Adrian Cantemir ; Diaconescu, Tiberiu ; Popovici, Oana – Cristina
Published in:	Computational Methods in Social Sciences (CMSS). - Facultatea de Ştiinţe Economice, ISSN 2344-1232. - Vol. 2.2014, 1, p. 42-47
Publisher:	Facultatea de Ştiinţe Economice
Subject:	nonlinear parametric models \| threshold models \| ARCH - GARCH models

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Extent:	application/pdf
Type of publication:	Article
Notes:	Published in Computational Methods in Social Sciences, June 2014, pages 42-47
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010801180