Forecasting interest rates: a comparative assessment of some second-generation nonlinear models
Author:
Affiliation:
1. a Indira Gandhi Institute of Development Research (IGIDR) , Mumbai, Maharashtra, India
2. b Facultad de Economía, Universidad de Murcia , Espinardo, Murcia, Spain
Publisher
Informa UK Limited
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
https://www.tandfonline.com/doi/pdf/10.1080/02664760701835243
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1. A DIAGNOSTIC TEST FOR NONLINEAR SERIAL DEPENDENCE IN TIME SERIES FITTING ERRORS
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4. A Mixed Spectrum Analysis of the Lynx Data
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