Out-of-Sample Forecast Performance as a Test for Nonlinearity in Time Series
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References listed on IDEAS
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Ilias Lekkos & Costas Milas & Theodore Panagiotidis, 2007.
"Forecasting interest rate swap spreads using domestic and international risk factors: evidence from linear and non-linear models,"
Journal of Forecasting,
John Wiley & Sons, Ltd., vol. 26(8), pages 601-619.
- Costas Milas & Ilias Lekkos & Theodore Panagiotidis, 2006. "Forecasting interest rate swap spreads using domestic and international risk factors: Evidence from linear and non-linear models," Keele Economics Research Papers KERP 2006/05, Centre for Economic Research, Keele University.
- Ilias Lekkos & Costas Milas & Theodore Panagiotidis, 2006. "Forecasting interest rate swap spreads using domestic and international risk factors: Evidence from linear and non-linear models," Discussion Paper Series 2006_6, Department of Economics, Loughborough University, revised Mar 2006.
- Fernando Fernández-Rodríguez & Simón Sosvilla-Rivero & Julián Andrada-Félix, "undated". "Nearest-Neighbour Predictions in Foreign Exchange Markets," Working Papers 2002-05, FEDEA.
- Theodore Panagiotidis, 2010.
"An Out-of-Sample Test for Nonlinearity in Financial Time Series: An Empirical Application,"
Springer;Society for Computational Economics, vol. 36(2), pages 121-132, August.
- Theodore Panagiotidis, 2010. "An Out-of-Sample Test for Nonlinearity in Financial Time Series: An Empirical Application," Working Paper series 20_10, Rimini Centre for Economic Analysis.
- Theodore Panagiotidis, 2010. "An out-of-sample test for nonlinearity in financial time series: An empirical application," Discussion Paper Series 2010_08, Department of Economics, University of Macedonia, revised Jun 2010.
- Jaditz Ted & Riddick Leigh A., 2000. "Time-Series Near-Neighbor Regression," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 4(1), pages 1-11, April.
- Nikolopoulos, Konstantinos I. & Babai, M. Zied & Bozos, Konstantinos, 2016. "Forecasting supply chain sporadic demand with nearest neighbor approaches," International Journal of Production Economics, Elsevier, vol. 177(C), pages 139-148.
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