On the Predictive Content of Nonlinear Transformations of Lagged Autoregression Residuals and Time Series Observations Anja Rossen - Time series models - Document - PDFSEARCH.IO

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	On the Predictive Content of Nonlinear Transformations of Lagged Autoregression Residuals and Time Series Observations Anja Rossen Add to Reading List Document Date: 2014-11-27 09:28:54 Open Document File Size: 814,46 KB Share Result on Facebook City Hamburg / / Company Diebold / / Country Germany / / / Facility HWWI Research Paper Hamburg Institute of International Economics / ISSN 1861-504X Anja Rossen Hamburg Institute of International Economics / Hamburg Institute of International Economics / / / Organization DM AE / 1861-504X Anja Rossen Hamburg Institute of International Economics / ISSN 1861-504X Editorial Board / ISSN 1861-504X Anja Rossen Hamburg Institute of International Economics / Hamburg Institute of International Economics / / Person Christina Boll / Anja Rossen / Henning Vöpel / Christian Growitsch / / / Position Chair / nonlinear model for these two specifications / General / producer / / ProvinceOrState Indiana / / Technology neural network / / URL www.hwwi.org / / SocialTag Statistical models Data analysis Forecasting Statistical forecasting Autoregressive–moving-average model Linear model Time series Regression analysis Autoregressive conditional heteroskedasticity Statistics

On the Predictive Content of Nonlinear Transformations of Lagged Autoregression Residuals and Time Series Observations Anja RossenAdd to Reading List