Out-of-sample forecast performance as a test for nonlinearity in time series
Ted Jaditz ; Chera L. Sayers
| Year of publication: |
1998
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|---|---|
| Authors: | Jaditz, Theodore Mark |
| Other Persons: | Sayers, Chera L. (contributor) |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 16.1998, 1, p. 110-117
|
| Subject: | Geldmenge | Money supply | Prognoseverfahren | Forecasting model | Chaostheorie | Chaos theory | Zeitreihenanalyse | Time series analysis | Theorie | Theory | USA | United States | 1960-1996 |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001231017