Forecasting economic time series using flexible versus fixed specification and linear versus nonlinear econometric models
- 1 December 1997
- journal article
- Published by Elsevier in International Journal of Forecasting
- Vol. 13 (4) , 439-461
- https://doi.org/10.1016/s0169-2070(97)00030-7
Abstract
No abstract availableKeywords
This publication has 32 references indexed in Scilit:
- Universal approximation of an unknown mapping and its derivatives using multilayer feedforward networksPublished by Elsevier ,2003
- Co-integration constraint and forecasting: An empirical examinationJournal of Applied Econometrics, 1996
- Assessing forecast performance in a cointegrated systemJournal of Applied Econometrics, 1996
- If Nonlinear Models Cannot Forecast, What Use Are They?Studies in Nonlinear Dynamics and Econometrics, 1996
- Forecasting in cointegrated systemsJournal of Applied Econometrics, 1995
- Are economic forecasts valuable?Journal of Forecasting, 1994
- Subsample instability and asymmetries in money-income causalityJournal of Econometrics, 1994
- MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEYOxford Bulletin of Economics and Statistics, 1990
- On the approximate realization of continuous mappings by neural networksNeural Networks, 1989
- Estimating the Dimension of a ModelThe Annals of Statistics, 1978