Combined forecasts from linear and nonlinear time series models

International Journal of Forecasting

Volumn 18, Issue 3, 2002, Pages 421-438

  Terui, Nobuhiko ^a   Van Dijk, Herman K ^b  

^a TOHOKU UNIVERSITY   (Japan)

^b ERASMUS UNIVERSITY ROTTERDAM   (Netherlands)

Author keywords

Combining forecasts; ExpAR model; Locally (non)linear modeling; Threshold model; Time varying coefficient model

Indexed keywords

EID: 0036074753     PISSN: 01692070     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0169-2070(01)00120-0     Document Type: Article

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