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Some recent developments in non-linear time series modelling, testing, and forecasting · Study

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ArticleSome recent developments in non-linear time series modelling, testing, and forecasting

Jan G. De Gooijer1992

Article1992

Some recent developments in non-linear time series modelling, testing, and forecasting

Jan G. De Gooijer · Kuldeep Kumar

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

1986Generalized autoregressive conditional heteroskedasticity 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation 1986Modelling the persistence of conditional variances 1988Testing Linearity Against Smooth Transition Autoregressive Models 1983DIAGNOSTIC CHECKING ARMA TIME SERIES MODELS USING SQUARED‐RESIDUAL AUTOCORRELATIONS

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2002Combined forecasts from linear and nonlinear time series models 2001An investigation of neural networks for linear time-series forecasting 1995The Impact of Empirical Accuracy Studies on Time Series Analysis and Forecasting 2003Economic forecasting: some lessons from recent research 2000Evaluating the forecast densities of linear and non-linear models: applications to output growth and unemployment 1999A Cross‐Validation Analysis of Neural Network Out‐of‐Sample Performance in Exchange Rate Forecasting 1999A Monte Carlo study of the forecasting performance of empirical SETAR models 2018Predictability of monthly temperature and precipitation using automatic time series forecasting methods

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Year1992

Typearticle

Published1992-10-01

VenueInternational Journal of Forecasting

ISSN-L0169-2070

Languageen

Citations206

Files0 public / 0

ShelfForecasting Techniques and Applications

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doi10.1016/0169-2070(92)90115-p

openalex_workW2018316544

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