On the predictive content of nonlinear transformations of lagged autoregression residuals and time series observations
Year of publication: |
2011
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Authors: | Rossen, Anja |
Publisher: |
Hamburg : Hamburgisches WeltWirtschaftsInstitut (HWWI) |
Subject: | Time series modeling | forecasting comparison | nonlinear transformations | Threshold Autoregressive modeling | average forecasting performance |
Series: | HWWI Research Paper ; 113 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 669578754 [GVK] hdl:10419/51325 [Handle] RePEc:zbw:hwwirp:113 [RePEc] |
Classification: | C22 - Time-Series Models ; C53 - Forecasting and Other Model Applications ; C51 - Model Construction and Estimation |
Source: |
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Rossen, Anja, (2011)
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