Forecasting aggregates using panels of nonlinear time series

International Journal of Forecasting

Volumn 21, Issue 4, 2005, Pages 785-794

  Fok, Dennis ^a   van Dijk, Dick ^a   Franses, Philip Hans ^a  

^a ERASMUS UNIVERSITY ROTTERDAM   (Netherlands)

Author keywords

Business cycle; Data aggregation; Forecasting; Multi level models; Nonlinearity; Panel of time series

Indexed keywords

EID: 26944452021     PISSN: 01692070     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ijforecast.2005.04.015     Document Type: Article

References (17)

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