Nonlinear Models for Economic Forecasting Applications: An Evolutionary Discussion
Nonlinear Models for Economic Forecasting Applications: An Evolutionary Discussion
Author(s): Adrian Cantemir Călin, Tiberiu Diaconescu, Oana Cristina PopoviciSubject(s): Economy, Socio-Economic Research
Published by: Universitatea Nicolae Titulescu
Keywords: nonlinear parametric models; threshold models; ARCH - GARCH models
Summary/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.
Journal: Computational Methods in Social Sciences
- Issue Year: 2/2014
- Issue No: 1
- Page Range: 42-47
- Page Count: 6
- Language: English
