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Forecasting Macroeconomic Variables Using Neural Network Models and Three Automated Model Selection Techniques
16 references·0 citing·45 second hop
Forecasting Macroeconomic Variables Using Neural Network Models and Three Automated Model Selection Techniques (2015)Forecasting Macroeconomic Variables Using…Modelling Nonlinear Economic Time Series (2010)Modelling Nonlinear Economic …An Empirical Comparison of Machine Learning Models for Time Series Forecasting (2010)An Empirical Comparison of Ma…Chapter 8 Forecasting economic variables with nonlinear models (2006)Chapter 8 Forecasting economi…Linear models, smooth transition autoregression, and neural networks for forecasting macroeconomic time series: A re-examination (2005)Linear models, smooth transit…A comparison of direct and iterated multistep AR methods for forecasting macroeconomic time series (2005)A comparison of direct and it…Testing for Neglected Nonlinearity in Time Series Models: A Comparison of Neural Network Methods and Alternative Tests (2001)Testing for Neglected Nonline…The M3-Competition: results, conclusions and implications (2000)The M3-Competition: results, …Cointegration, causality, and forecasting : a festschrift in honour of Clive W.J. 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References

  • 1998Forecasting with artificial neural networks:4,225 cited
  • 2000The M3-Competition: results, conclusions and implications1,700 cited
  • 2005A comparison of direct and iterated multistep AR methods for forecasting macroeconomic time series808 cited
  • 2010An Empirical Comparison of Machine Learning Models for Time Series Forecasting793 cited
  • 1993Testing for neglected nonlinearity in time series models498 cited
  • 1999A Comparison of Linear and Nonlinear Univariate Models for Forecasting Macroeconomic Time Series446 cited
  • 1995Forecasting exchange rates using feedforward and recurrent neural networks428 cited
  • 1997A Model Selection Approach to Real-Time Macroeconomic Forecasting Using Linear Models and Artificial Neural Networks364 cited
  • 2010Modelling Nonlinear Economic Time Series352 cited
  • 1999Cointegration, causality, and forecasting : a festschrift in honour of Clive W.J. Granger313 cited
  • 2005Linear models, smooth transition autoregression, and neural networks for forecasting macroeconomic time series: A re-examination275 cited
  • 1997Forecasting economic time series using flexible versus fixed specification and linear versus nonlinear econometric models258 cited
  • 1995A Model-Selection Approach to Assessing the Information in the Term Structure Using Linear Models and Artificial Neural Networks238 cited
  • 2001

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Testing for Neglected Nonlinearity in Time Series Models: A Comparison of Neural Network Methods and Alternative Tests
212 cited
  • 1984The Fourier Flexible Form131 cited
  • 2006Chapter 8 Forecasting economic variables with nonlinear models123 cited
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