Teräsvirta, Timo - Economics Institute for Research (SIR), … - 2005
forecast accuracy in the case where the models generating the forecasts are nested are discussed. There is a numerical example … surveyed. Tests of forecast accuracy in the case where the
models generating the forecasts may be nested are discussed. There … compare forecasts from linear and
nonlinear models are discussed.
JEL Classi�cation Codes. C22, C45, C53
Keywords. Forecast …