Nonlinear Models for Economic Forecasting Applications: An Evolutionary Discussion
Journal Title: Computational Methods in Social Sciences - Year 2014, Vol 2, Issue 1
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.
Authors and Affiliations
Adrian Cantemir CĂLIN, Tiberiu DIACONESCU, Oana – Cristina POPOVICI
Keywords
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