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ArticleCombined forecasts from linear and nonlinear time series models

Nobuhiko Terui2002

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Articlegreen2002

Combined forecasts from linear and nonlinear time series models

Nobuhiko Terui · Herman K. van Dijk

206 citations·0/0 files stored·International Journal of Forecasting

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Forecasting Techniques and Applications Time Series Analysis and Forecasting Statistical and numerical algorithms

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References

1982Trends and random walks in macroeconmic time series 1990Forecasting, Structural Time Series Models and the Kalman Filter 1969The Combination of Forecasts 1988Trends and random walks in macroeconomic time series 1988Testing Linearity Against Smooth Transition Autoregressive Models 1984Improved methods of combining forecasts 2000Nonlinear Time Series Models in Empirical Finance 1994Modelling nonlinear economic relationships

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Year2002

Typearticle

Published2002-07-01

VenueInternational Journal of Forecasting

ISSN-L0169-2070

Languageen

Citations206

Files0 public / 0

ShelfForecasting Techniques and Applications

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doi10.1016/s0169-2070(01)00120-0

openalex_workW2008151606

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2011A new class of hybrid models for time series forecasting

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