Nonlinear and nonparametric modeling approaches for probabilistic forecasting of the US gross national product

Studies in Nonlinear Dynamics and Econometrics

Volumn 17, Issue 4, 2013, Pages 395-420

  Arora, Siddharth ^a   Little, Max A ^b   Mcsharry, Patrick E ^c  

^a UNIVERSITY OF OXFORD   (United Kingdom)

^b MASSACHUSETTS INSTITUTE OF TECHNOLOGY   (United States)

^c Smith School of Enterprise and the Environment   (United Kingdom)

Author keywords

Autoregressive models; Forecasting; MS AR; SETAR; US GNP

Indexed keywords

EID: 84888324655     PISSN: 10811826     EISSN: 15583708     Source Type: Journal    
DOI: 10.1515/snde-2012-0029     Document Type: Article

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