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Modèles Non Linéaires et Prévisions

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Author Info

  • Gilbert Colletaz

    (LEO - Laboratoire d'économie d'Orleans - CNRS : UMR6221 - Université d'Orléans)

  • Christophe Hurlin

    ()
    (LEO - Laboratoire d'économie d'Orleans - CNRS : UMR6221 - Université d'Orléans)

Abstract

Ce rapport propose une synthèse de la littérature sur l'apport des modèles non linéaires en matière de prévision des variables économiques et financières. Il comporte trois parties. La première passe en revue les principales modélisations économétriques non linéaires. La seconde partie est consacrée à la construction des prévisions ponctuelles, des prévisions par intervalle de confiance et des densités de prévisions issues des modèles non linéaires. La troisième partie décrit les principales méthodes de validation de ces différentes formes de prévisions.

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File URL: http://halshs.archives-ouvertes.fr/docs/00/15/66/92/PDF/Rapport.pdf
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Bibliographic Info

Paper provided by HAL in its series Working Papers with number halshs-00156692.

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Date of creation: 22 Jun 2007
Date of revision:
Handle: RePEc:hal:wpaper:halshs-00156692

Note: View the original document on HAL open archive server: http://halshs.archives-ouvertes.fr/halshs-00156692/en/
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Web page: http://hal.archives-ouvertes.fr/

Related research

Keywords: Prévisions; Modèles non linéaires;

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