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

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1983DIAGNOSTIC CHECKING ARMA TIME SERIES MODELS USING SQUARED‐RESIDUAL AUTOCORRELATIONS1,124 cited

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2000Evaluating the forecast densities of linear and non-linear models: applications to output growth and unemployment153 cited
1999A Cross‐Validation Analysis of Neural Network Out‐of‐Sample Performance in Exchange Rate Forecasting145 cited
1999A Monte Carlo study of the forecasting performance of empirical SETAR models137 cited
2018Predictability of monthly temperature and precipitation using automatic time series forecasting methods136 cited
2019Designing fuzzy time series forecasting models: A survey

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129 cited

1997The performance of alternative forecasting methods for SETAR models127 cited

2012Neural Networks for Time-Series Forecasting107 cited

1997Linear and Non-linear (Non-)Forecastability of High-frequency Exchange Rates101 cited

1995Highest‐density forecast regions for nonlinear and non‐normal time series models87 cited

2004The forecasting performance of various models for seasonality and nonlinearity for quarterly industrial production85 cited

2003Selecting a Nonlinear Time Series Model using Weighted Tests of Equal Forecast Accuracy*84 cited

2006The out-of-sample forecasting performance of nonlinear models of real exchange rate behavior81 cited