Nonlinear Models for Economic Forecasting Applications: An Evolutionary Discussion
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.
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
"Nicolae Titulescu" University of Bucharest
2014-06-01
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| Series: | Computational Methods in Social Sciences |
| Subjects: | |
| Online Access: | http://cmss.univnt.ro/wp-content/uploads/vol/split/vol_II_issue_1/CMSS_vol_II_issue_1_art.005.pdf |