Search Results - subject:"non–linear models"

Forecasting Indian Goods and Services Tax revenue using TBATS, ETS, Neural Networks, and hybrid time series models

Thayyib, P. V.; Thorakkattle, Muhammed Navas; Usmani, Faisal - In: Cogent economics & finance 11 (2023) 2, pp. 1-23

models combining linear models, non-linear models, and neural network models. The findings reveal that the Hybrid Theta … highlights the effectiveness of advanced non-linear models, particularly TBATS and its hybridisations with linear models, in GST …

Persistent link: https://www.econbiz.de/10014500976

Dynamic Econometrics : Models and Applications

Bismans, Francis; Damette, Olivier - 2025

containing multiple equations, as well as covering panel data models, and non-linear models of qualitative variables. The book …

Persistent link: https://www.econbiz.de/10015206755

Impulse response estimation via flexible local projections

Mumtaz, Haroon; Piffer, Michele - 2022

This paper introduces a exible local projection that generalises the model by Jordà (2005) to a non-parametric setting using Bayesian Additive Regression Trees. Monte Carlo experiments show that our BART-LP model is able to capture non-linearities in the impulse responses. Our first application...

Persistent link: https://www.econbiz.de/10014480365