Forecasting with artificial neural network models
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- Terasvirta, Timo & van Dijk, Dick & Medeiros, Marcelo C., 2005.
"Linear models, smooth transition autoregressions, and neural networks for forecasting macroeconomic time series: A re-examination,"
International Journal of Forecasting,
Elsevier, vol. 21(4), pages 755-774.
- Teräsvirta, Timo & van Dijk, Dick & Medeiros, Marcelo, 2004. "Linear models, smooth transition autoregressions, and neural networks for forecasting macroeconomic time series: A re-examination," SSE/EFI Working Paper Series in Economics and Finance 561, Stockholm School of Economics, revised 09 Nov 2004.
- Timo Teräsvirta & Dick van Dijk & Marcelo Cunha Medeiros, 2004. "Linear models, smooth transition autoregressions and neural networks for forecasting macroeconomic time series: A reexamination," Textos para discussão 485, Department of Economics PUC-Rio (Brazil).
- Martha Alicia Misasarango & Enrique Antonio Lopezenciso & Carlos Arango & Juan Nicolashernandez, 2004.
"No-Linealidades En La Demanada De Efectivo En Colombia: Las Redes Neuronales Como Herramienta De Pronostico,"
ENSAYOS SOBRE POLÍTICA ECONÓMICA,
BANCO DE LA REPÚBLICA - ESPE, vol. 22(45), pages 10-57, June.
- Martha A. Misas A. & Enrique López E. & Carlos A. Arango A. & Juan Nicolás Hernández A., 2004. "No-linealidades en la demanda de efectivo en Colombia: las redes neuronales como herramienta de pronóstico," Revista Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 22(45), pages 10-57, Junio.
- 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.
- Alekseev, K.P.G. & Seixas, J.M., 2009. "A multivariate neural forecasting modeling for air transport â€“ Preprocessed by decomposition: A Brazilian application," Journal of Air Transport Management, Elsevier, vol. 15(5), pages 212-216.
- repec:bdr:ensayo:v::y:2004:i:45:p:10-57 is not listed on IDEAS
More about this item
KeywordsNeural networks; forecasting; nonlinear time series;
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- 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-2002-03-04 (All new papers)
- NEP-CMP-2002-03-04 (Computational Economics)
- NEP-ECM-2002-03-04 (Econometrics)
- NEP-ETS-2002-04-08 (Econometric Time Series)
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