Some recent developments in non-linear time series modelling, testing, and forecasting

Citations

Cited by:

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   • Clements, Michael P. & Hendry, David F., 2001. "Economic forecasting: some lessons from recent research," Working Paper Series 82, European Central Bank.
4. Debasis Mithiya & Kumarjit Mandal & Simanti Bandyopadhyay, 2020. "Time Series Analysis and Forecasting of Rainfall for Agricultural Crops in India: An Application of Artificial Neural Network," Research in Applied Economics, Macrothink Institute, vol. 12(4), pages 1-21, December.
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   • Buncic, Daniel, 2009. "Understanding forecast failure in ESTAR models of real exchange rates," MPRA Paper 13121, University Library of Munich, Germany.
   • Daniel Buncic, 2009. "Understanding forecast failure of ESTAR models of real exchange rates," EERI Research Paper Series EERI_RP_2009_18, Economics and Econometrics Research Institute (EERI), Brussels.
6. Terui, Nobuhiko & van Dijk, Herman K., 2002. "Combined forecasts from linear and nonlinear time series models," International Journal of Forecasting, Elsevier, vol. 18(3), pages 421-438.
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8. Oscar Claveria & Enric Monte & Salvador Torra, 2014. "“A multivariate neural network approach to tourism demand forecasting”," IREA Working Papers 201417, University of Barcelona, Research Institute of Applied Economics, revised May 2014.
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11. Jing Li, 2021. "Block bootstrap prediction intervals for parsimonious first‐order vector autoregression," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 40(3), pages 512-527, April.
12. Rossen Anja, 2016. "On the Predictive Content of Nonlinear Transformations of Lagged Autoregression Residuals and Time Series Observations," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 236(3), pages 389-409, May.
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