Tools for non-linear time series forecasting in economics - an empirical comparison of regime switching vector autoregressive models and recurrent neural networks
Year of publication: |
2004
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Authors: | Binner, Jane M. ; Elger, Thomas ; Nilsson, Birger ; Tepper, Jonathan A. |
Published in: |
Applications of artificial intelligence in finance and economics ; 19. - Amsterdam : Elsevier JAI, ISBN 0-7623-1150-9. - 2004, p. 71-91
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Subject: | Inflation | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | VAR-Modell | VAR model | Neuronale Netze | Neural networks | Großbritannien | United Kingdom | Nichtlineare Regression | Nonlinear regression | 1969-2003 |
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