Forecasting with Universal Approximators and a Learning Algorithm
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Other versions of this item:
- Kock Anders Bredahl, 2011. "Forecasting with Universal Approximators and a Learning Algorithm," Journal of Time Series Econometrics, De Gruyter, vol. 3(3), pages 1-32, October.
References listed on IDEAS
- Swanson, Norman R & White, Halbert, 1995. "A Model-Selection Approach to Assessing the Information in the Term Structure Using Linear Models and Artificial Neural Networks," Journal of Business & Economic Statistics, American Statistical Association, vol. 13(3), pages 265-275, July.
- Anders Bredahl Kock & Timo Teräsvirta, 2016.
"Forecasting Macroeconomic Variables Using Neural Network Models and Three Automated Model Selection Techniques,"
Taylor & Francis Journals, vol. 35(8-10), pages 1753-1779, December.
- Anders Bredahl Kock & Timo Teräsvirta, 2011. "Forecasting Macroeconomic Variables using Neural Network Models and Three Automated Model Selection Techniques," CREATES Research Papers 2011-27, Department of Economics and Business Economics, Aarhus University.
- White, Halbert, 2006. "Approximate Nonlinear Forecasting Methods," Handbook of Economic Forecasting, Elsevier.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Shahid IQBAL & Maqbool H. SIAL, 2016. "Projections of Inflation Dynamics for Pakistan: GMDH Approach," Journal of Economics and Political Economy, KSP Journals, vol. 3(3), pages 536-559, September.
- Tae-Hwy Lee & Zhou Xi & Ru Zhang, 2013. "Testing for Neglected Nonlinearity Using Regularized Artificial Neural Networks," Working Papers 201422, University of California at Riverside, Department of Economics, revised Apr 2012.
- Anders Bredahl Kock & Timo Teräsvirta, 2010. "Forecasting with nonlinear time series models," CREATES Research Papers 2010-01, Department of Economics and Business Economics, Aarhus University.
More about this item
KeywordsForecasting; Universal Approximators; Elliptic Basis Function Network; Forecast Combination; Weighted Average Algorithm;
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- C45 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Neural Networks and Related Topics
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2009-05-16 (All new papers)
- NEP-CMP-2009-05-16 (Computational Economics)
- NEP-ECM-2009-05-16 (Econometrics)
- NEP-ETS-2009-05-16 (Econometric Time Series)
- NEP-FOR-2009-05-16 (Forecasting)
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