Forecasting economic time series using flexible versus fixed specification and linear versus nonlinear econometric models

International Journal of Forecasting

Volumn 13, Issue 4, 1997, Pages 439-461

  Swanson, Norman R ^a   White, Halbert ^b  

^a PENNSYLVANIA STATE UNIVERSITY   (United States)

^b UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

Cointegration; Confusion rate; Linearity; Model selection; Nonlinearity; Parameter evolution; Real time forecasting

Indexed keywords

EID: 0031521391     PISSN: 01692070     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0169-2070(97)00030-7     Document Type: Article

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