Jump to ContentJump to Main Navigation
Modelling Nonlinear Economic Time Series$
Users without a subscription are not able to see the full content.

Timo Teräsvirta, Dag Tjøstheim, and Clive W. J. Granger

Print publication date: 2010

Print ISBN-13: 9780199587148

Published to Oxford Scholarship Online: May 2011

DOI: 10.1093/acprof:oso/9780199587148.001.0001

Show Summary Details
Page of

PRINTED FROM OXFORD SCHOLARSHIP ONLINE (www.oxfordscholarship.com). (c) Copyright Oxford University Press, 2020. All Rights Reserved. An individual user may print out a PDF of a single chapter of a monograph in OSO for personal use. date: 20 February 2020

Forecasting from nonlinear models

Forecasting from nonlinear models

Chapter:
(p.344) 14 Forecasting from nonlinear models
Source:
Modelling Nonlinear Economic Time Series
Author(s):

Timo Teräsvirta

Dag Tjøstheim (Contributor Webpage)

W. J. Granger

Publisher:
Oxford University Press
DOI:10.1093/acprof:oso/9780199587148.003.0014

A major purpose of nonlinear models is forecasting. This often requires numerical techniques, and a few alternatives are considered. There are also cases in which analytical forecasts are available, and some of them are shown as examples. Measuring forecast accuracy is given some consideration. This includes comparing forecasts from different models using statistical tests. Published studies comparing between forecasts from linear and nonlinear models in order to assess the usefulness of nonlinear models are discussed.

Keywords:   economic forecasting, forecast accuracy, forecast comparison, forecasting volatility

Oxford Scholarship Online requires a subscription or purchase to access the full text of books within the service. Public users can however freely search the site and view the abstracts and keywords for each book and chapter.

Please, subscribe or login to access full text content.

If you think you should have access to this title, please contact your librarian.

To troubleshoot, please check our FAQs , and if you can't find the answer there, please contact us .