Forecasting economic and financial time-series with non-linear models
UNSPECIFIED (2004) Forecasting economic and financial time-series with non-linear models. INTERNATIONAL JOURNAL OF FORECASTING, 20 (2). pp. 169-183. ISSN 0169-2070Full text not available from this repository.
Official URL: http://dx.doi.org/10.1016/j.ijforecast.2003.10.004
this paper we discuss the current state-of-the-art in estimating, evaluating, and selecting among non-linear forecasting models for economic and financial time series. We review theoretical and empirical issues, including predictive density, interval and point evaluation and model selection, loss functions, data-mining, and aggregation. In addition, we argue that although the evidence in favor of constructing forecasts using non-linear models is rather sparse, there is reason to be optimistic. However, much remains to be done. Finally, we outline a variety of topics for future research, and discuss a number of areas which have received considerable attention in the recent literature, but where many questions remain. (C) 2004 International Institute of Forecasters. Published by Elsevier B.V. All rights reserved.
|Item Type:||Journal Item|
|Subjects:||H Social Sciences > HC Economic History and Conditions
H Social Sciences > HD Industries. Land use. Labor > HD28 Management. Industrial Management
|Journal or Publication Title:||INTERNATIONAL JOURNAL OF FORECASTING|
|Publisher:||ELSEVIER SCIENCE BV|
|Official Date:||April 2004|
|Number of Pages:||15|
|Page Range:||pp. 169-183|
Actions (login required)
Downloads per month over past year