Chapter 8 Forecasting economic variables with nonlinear models

Handbook of Economic Forecasting

Volumn 1, Issue , 2006, Pages 413-457

  Teräsvirta, Timo ^a  

^a STOCKHOLM SCHOOL OF ECONOMICS   (Sweden)

Author keywords

forecast comparison; Markov switching; neural network; nonlinear modelling; smooth transition regression; switching regression; threshold autoregression

Indexed keywords

EID: 67649306575     PISSN: 15740706     EISSN: None     Source Type: Book Series    
DOI: 10.1016/S1574-0706(05)01008-6     Document Type: Review

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