Forecast Comparison of Nonlinear Time Series Models of Us GDP: A Bayesian Approach

SSRN Electronic Journal ◽

10.2139/ssrn.1508486 ◽

2006 ◽

Cited By ~ 2

Author(s):

Dimitris Korobilis

Keyword(s):

Time Series ◽

Bayesian Approach ◽

Nonlinear Time Series ◽

Time Series Models ◽

Forecast Comparison

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Sampling the Future: A Bayesian Approach to Forecasting from Univariate Time Series Models

Journal of Business and Economic Statistics ◽

10.2307/1391498 ◽

1986 ◽

Vol 4 (4) ◽

pp. 427 ◽

Cited By ~ 19

Author(s):

Patrick A. Thompson ◽

Robert B. Miller

Keyword(s):

Time Series ◽

Bayesian Approach ◽

Time Series Models ◽

Univariate Time Series ◽

The Future

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Specification search in nonlinear time-series models using the genetic algorithm

Journal of Economic Dynamics and Control ◽

10.1016/s0165-1889(00)00083-x ◽

2002 ◽

Vol 26 (5) ◽

pp. 811-835 ◽

Cited By ~ 20

Author(s):

Michael Beenstock ◽

George Szpiro

Keyword(s):

Genetic Algorithm ◽

Time Series ◽

Nonlinear Time Series ◽

Time Series Models ◽

Specification Search

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DIAGNOSTIC CHECKING FOR THE ADEQUACY OF NONLINEAR TIME SERIES MODELS

Econometric Theory ◽

10.1017/s0266466603196089 ◽

2003 ◽

Vol 19 (06) ◽

Cited By ~ 32

Author(s):

Yongmiao Hong ◽

Tae-Hwy Lee

Keyword(s):

Time Series ◽

Nonlinear Time Series ◽

Time Series Models ◽

Diagnostic Checking

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An Alternative Bayesian Approach to Structural Breaks in Time Series Models

SSRN Electronic Journal ◽

10.2139/ssrn.1757737 ◽

2011 ◽

Author(s):

Sjoerd van den Hauwe ◽

Richard Paap ◽

Dick J. C. van Dijk

Keyword(s):

Time Series ◽

Bayesian Approach ◽

Structural Breaks ◽

Time Series Models

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Order selection in nonlinear time series models with application to the study of cell memory

The Annals of Applied Statistics ◽

10.1214/12-aoas546 ◽

2012 ◽

Vol 6 (3) ◽

pp. 1256-1279

Author(s):

Ying Hung

Keyword(s):

Time Series ◽

Nonlinear Time Series ◽

Time Series Models ◽

Order Selection ◽

Cell Memory

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General expression for linear and nonlinear time series models

Frontiers of Mechanical Engineering in China ◽

10.1007/s11465-009-0015-z ◽

2009 ◽

Vol 4 (1) ◽

pp. 15-24 ◽

Cited By ~ 7

Author(s):

Ren Huang ◽

Feiyun Xu ◽

Ruwen Chen

Keyword(s):

Time Series ◽

General Expression ◽

Nonlinear Time Series ◽

Time Series Models ◽

Linear And Nonlinear

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Automated heuristic growing of neural networks for nonlinear time series models

Proceedings. 2005 IEEE International Joint Conference on Neural Networks, 2005. ◽

10.1109/ijcnn.2005.1555850 ◽

2006 ◽

Cited By ~ 1

Author(s):

A. Kalos

Keyword(s):

Neural Networks ◽

Time Series ◽

Nonlinear Time Series ◽

Time Series Models

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Estimation for a class of positive nonlinear time series models

Stochastic Processes and their Applications ◽

10.1016/0304-4149(96)00071-3 ◽

1996 ◽

Vol 63 (2) ◽

pp. 139-152 ◽

Cited By ~ 2

Author(s):

Tim C. Brown ◽

Paul D. Feigin ◽

Diana L. Pallant

Keyword(s):

Time Series ◽

Nonlinear Time Series ◽

Time Series Models

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Inference on Predictability of Foreign Exchange Rates via Generalized Spectrum and Nonlinear Time Series Models

Review of Economics and Statistics ◽

10.1162/0034653041811716 ◽

2004 ◽

Vol 86 (3) ◽

pp. 840-840

Author(s):

Yongmiao Hong ◽

Tae-Hwy Lee

Keyword(s):

Time Series ◽

Exchange Rates ◽

Foreign Exchange ◽

Nonlinear Time Series ◽

Time Series Models ◽

Foreign Exchange Rates ◽

Generalized Spectrum

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On the Prediction for Some Nonlinear Time Series Models Using Estimating Functions

Institute of Mathematical Statistics Lecture Notes - Monograph Series - Selected Proceedings of the Symposium on Estimating Functions ◽

10.1214/lnms/1215455049 ◽

1997 ◽

pp. 259-268 ◽

Cited By ~ 2

Author(s):

B. Abraham ◽

A. Thavaneswaran ◽

S. Veins

Keyword(s):

Time Series ◽

Nonlinear Time Series ◽

Time Series Models ◽

Estimating Functions

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