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Nonlinear Models for Economic Forecasting Applications: An Evolutionary Discussion

Adrian Cantemir Calin, Tiberiu Diaconescu and Oana Popovici

Computational Methods in Social Sciences (CMSS), 2014, vol. 2, issue 1, 42-47

Abstract: 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)
Date: 2014-06
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Persistent link: https://EconPapers.repec.org/RePEc:ntu:ntcmss:vol2-iss1-14-042

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