Forecasting economic and financial time-series with non-linear models
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- Clements, Michael P. & Franses, Philip Hans & Swanson, Norman R., 2004. "Forecasting economic and financial time-series with non-linear models," International Journal of Forecasting, Elsevier, vol. 20(2), pages 169-183.
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More about this item
Keywords
Nonlinear;JEL classification:
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2003-12-07 (Econometrics)
- NEP-ETS-2003-12-07 (Econometric Time Series)
- NEP-FIN-2003-12-07 (Finance)
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