Flexible regression models and relative forecast performance
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- Pesaran, M. Hashem & Timmermann, Allan G., 1994.
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- James H. Stock & Mark W. Watson, 1998. "A Comparison of Linear and Nonlinear Univariate Models for Forecasting Macroeconomic Time Series," NBER Working Papers 6607, National Bureau of Economic Research, Inc. Full references (including those not matched with items on IDEAS)