Nonlinear and nonparametric modeling approaches for probabilistic forecasting of the US gross national product

Author:

Arora Siddharth,Little Max A.,McSharry Patrick E.

Publisher

Walter de Gruyter GmbH

Subject

Economics and Econometrics,Social Sciences (miscellaneous),Analysis,Economics and Econometrics,Social Sciences (miscellaneous),Analysis

Reference144 articles.

1. How Accurate are Private Sector Forecasts ? Cross - Country Evidence from Consensus Forecasts of Output Growth of;Loungani;International Journal Forecasting,2001

2. Predicting Inflation Professional Experts Versus No - Change Forecasts arXiv;Gneiting,2010

3. Predicting Inflation Professional Experts Versus No - Change Forecasts arXiv;Gneiting,2010

4. What Causes the Forecasting Failure of Markov - switching Models Monte Carlo Study in Nonlinear Dynamics and Article;Bessec;Studies Econometrics,2005

5. Inference When a Nuisance Parameter is Not Identified under the Null Hypothesis;Hansen;Econometrica,1996

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