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Modèles Non Linéaires et Prévisions

Author

Listed:
  • Gilbert Colletaz

    (LEO - Laboratoire d'économie d'Orleans [2008-2011] - UO - Université d'Orléans - CNRS - Centre National de la Recherche Scientifique)

  • Christophe Hurlin

    (LEO - Laboratoire d'économie d'Orleans [2008-2011] - UO - Université d'Orléans - CNRS - Centre National de la Recherche Scientifique)

Abstract

Ce rapport propose une synthèse de la littérature sur l'apport des modèles non linéaires en matière de prévision des variables économiques et financières. Il comporte trois parties. La première passe en revue les principales modélisations économétriques non linéaires. La seconde partie est consacrée à la construction des prévisions ponctuelles, des prévisions par intervalle de confiance et des densités de prévisions issues des modèles non linéaires. La troisième partie décrit les principales méthodes de validation de ces différentes formes de prévisions.

Suggested Citation

  • Gilbert Colletaz & Christophe Hurlin, 2007. "Modèles Non Linéaires et Prévisions," Working Papers halshs-00156692, HAL.
    • Handle: RePEc:hal:wpaper:halshs-00156692
    Note: View the original document on HAL open archive server: https://shs.hal.science/halshs-00156692
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    Cited by:

    1. Jonas Kibala Kuma, 2019. "Non Linear Regression : Theory and Practices on Eviews 10 [Modèles de régression non linéaires : Éléments de Théorie et pratiques sur Logiciel]," Post-Print cel-02168940, HAL.
    2. EL BOUHADI, Hamid & OUAHID, Driss, 2014. "Datation des changements structurels au sein d’une chronique : le cas des séries macroéconomiques marocaines [Dating structural changes in time series : the case of the Moroccan macroeconomic serie," MPRA Paper 68168, University Library of Munich, Germany.

    More about this item

    Keywords

    Prévisions; Modèles non linéaires;

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