Forecasting Using Functional Coefficients Autoregressive Models
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Other versions of this item:
- Bruno, Giancarlo, 2008. "Forecasting Using Functional Coefficients Autoregressive Models," MPRA Paper 42335, University Library of Munich, Germany.
References listed on IDEAS
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More about this item
KeywordsNon-linear Time-Series Models; Non-Parametric Models.;
- C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
- 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-2008-08-06 (All new papers)
- NEP-ECM-2008-08-06 (Econometrics)
- NEP-ETS-2008-08-06 (Econometric Time Series)
- NEP-FOR-2008-08-06 (Forecasting)
- NEP-ORE-2008-08-06 (Operations Research)
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