Nonlinear and nonparametric modeling approaches for probabilistic forecasting of the US gross national product
Numerous time series models are available for forecasting economic output. Autoregressive models were initially applied to US gross national product (GNP), and have been extended to nonlinear structures, such as the self-exciting threshold autoregressive (SETAR) and Markov-switching autoregressive (...
| Main Authors: | , , |
|---|---|
| Other Authors: | |
| Format: | Article |
| Language: | en_US |
| Published: |
2014
|
| Online Access: | http://hdl.handle.net/1721.1/87639 |