Nonlinear Models for Economic Forecasting Applications: An Evolutionary Discussion
Adrian Cantemir Calin,
Tiberiu Diaconescu and
Computational Methods in Social Sciences (CMSS), 2014, vol. 2, issue 1, 42-47
This article follows the main contributions brought to the nonlinear modeling literature. We investigate and review a series of parametric initiatives, focusing on the evolution of TAR and ARCH – GARCH model families in econometric and forecasting applications.
Keywords: nonlinear parametric models; threshold models; ARCH - GARCH models (search for similar items in EconPapers)
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Persistent link: http://EconPapers.repec.org/RePEc:ntu:ntcmss:vol2-iss1-14-042
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