The importance of non-linearities in large forecasting models with stochastic error processes

Stochastic simulation and forecast uncertainty in a forward looking model

Ireland, J.
Westaway, P
National Inst. of Economic and Social Research (NIESR), London (United Kingdom)

January 1990

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.532(NIESR-DP--183) / BLDSC - Br...

Forecasting with an econometric model Some recent results using the National Institute Model

Hall, S.G.
Henry, S.G.B.
Johns, C.B
National Inst. of Economic and Social Research, London (United Kingdom)

January 1985

SIGLEAvailable from British Library Lending Division - LD:3597.532(NIESR-DP--96) / BLDSC - British L...

Non-linear exponential smoothing and positive data

Akram, Muhammad (4065817)
Hyndman, Rob J. (4065319)
Ord, J. Keith (4065649)

June 2017

We consider the properties of nonlinear exponential smoothing state space models under various assum...

A prediction error estimate for nonlinear stochastic systems

Billings, S.A
Leontaritis, I.J.
Sheffield Univ. (United Kingdom). Dept. of Control Engineering

January 1986

SIGLEAvailable from British Library Document Supply Centre- DSC:6015.42F(N--87-17471)(microfiche) / ...

Forecasting accuracy of nonlinear time series models

Pemberton, J.
Salford Univ. (United Kingdom). Dept. of Mathematics and Computer Science

January 1989

SIGLEAvailable from British Library Document Supply Centre-DSC:98/02265 / BLDSC - British Library Do...

An approach to non-linear Bayesian forecasting problems with applications

Migon, H. dos S
Warwick Univ., Coventry (United Kingdom)

January 1984

SIGLEAvailable from British Library Lending Division - LD:D52984/85 / BLDSC - British Library Docume...

Solving and evaluating large non-linear econometric models

Hall, S.G.F

January 1986

Available from British Library Document Supply Centre- DSC:DX187268 / BLDSC - British Library Docume...

Standard errors of forecasts in dynamic simulation of nonlinear econometric models: some empirical results

Bianchi, Carlo
Calzolari, Giorgio

January 1983

In nonlinear econometric models, the evaluation of forecast errors is usually performed, completely ...

Estimating the uncertainty of the simulation properties of large non-linear econometric models

Hall, S.G
National Inst. of Economic and Social Research, London (United Kingdom)

January 1985

Available from British Library Lending Division - LD:3597.532(NIESR-DP--95) / BLDSC - British Librar...

Macroeconomic forecasting during the Great Recession: the return of non-linearity?

MARCELLINO, MASSIMILIANO
Ferrara, Laurent
Mogliani, Matteo

January 2015

The debate on the forecasting ability of non-linear models has a long history, and the Great Recessi...

Modelling identification and forecasting nonlinear processes

Marrocu, E.

January 1999

SIGLEAvailable from British Library Document Supply Centre-DSC:DXN040445 / BLDSC - British Library D...

Nonlinearities in stochastic volatility models

Tsiotas, G.K.

January 2002

Available from British Library Document Supply Centre-DSC:DXN051943 / BLDSC - British Library Docume...

Nonlinear time series with long memory A model for stochastic volatility

Robinson, P.
Zaffaroni, P.
London School of Economics and Political Science (United Kingdom). Suntory-Toyota International Centre for Economics and Related Disciplines

January 1997

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.442(97/320) / BLDSC - British Li...

Non-linear models and forecasting

Madkour, Jaouad

April 2013

L’intérêt des modèles non-linéaires réside, d’une part, dans une meilleure prise en compte des non-l...

Stochastic models for control of epidemics

Greenhalgh, D
Cambridge Univ. (United Kingdom)

January 1984

Available from British Library Lending Division - LD:D58475/85 / BLDSC - British Library Document Su...

Stochastic simulation and forecast uncertainty in a forward looking model

Ireland, J.
Westaway, P
National Inst. of Economic and Social Research (NIESR), London (United Kingdom)

January 1990

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.532(NIESR-DP--183) / BLDSC - Br...

Forecasting with an econometric model Some recent results using the National Institute Model

Hall, S.G.
Henry, S.G.B.
Johns, C.B
National Inst. of Economic and Social Research, London (United Kingdom)

January 1985

SIGLEAvailable from British Library Lending Division - LD:3597.532(NIESR-DP--96) / BLDSC - British L...

Non-linear exponential smoothing and positive data

Akram, Muhammad (4065817)
Hyndman, Rob J. (4065319)
Ord, J. Keith (4065649)

June 2017

We consider the properties of nonlinear exponential smoothing state space models under various assum...

A prediction error estimate for nonlinear stochastic systems

Billings, S.A
Leontaritis, I.J.
Sheffield Univ. (United Kingdom). Dept. of Control Engineering

January 1986

SIGLEAvailable from British Library Document Supply Centre- DSC:6015.42F(N--87-17471)(microfiche) / ...

Forecasting accuracy of nonlinear time series models

Pemberton, J.
Salford Univ. (United Kingdom). Dept. of Mathematics and Computer Science

January 1989

SIGLEAvailable from British Library Document Supply Centre-DSC:98/02265 / BLDSC - British Library Do...

An approach to non-linear Bayesian forecasting problems with applications

Migon, H. dos S
Warwick Univ., Coventry (United Kingdom)

January 1984

SIGLEAvailable from British Library Lending Division - LD:D52984/85 / BLDSC - British Library Docume...

Solving and evaluating large non-linear econometric models

Hall, S.G.F

January 1986

Available from British Library Document Supply Centre- DSC:DX187268 / BLDSC - British Library Docume...

Standard errors of forecasts in dynamic simulation of nonlinear econometric models: some empirical results

Bianchi, Carlo
Calzolari, Giorgio

January 1983

In nonlinear econometric models, the evaluation of forecast errors is usually performed, completely ...

Estimating the uncertainty of the simulation properties of large non-linear econometric models

Hall, S.G
National Inst. of Economic and Social Research, London (United Kingdom)

January 1985

Available from British Library Lending Division - LD:3597.532(NIESR-DP--95) / BLDSC - British Librar...

Macroeconomic forecasting during the Great Recession: the return of non-linearity?

MARCELLINO, MASSIMILIANO
Ferrara, Laurent
Mogliani, Matteo

January 2015

The debate on the forecasting ability of non-linear models has a long history, and the Great Recessi...

Modelling identification and forecasting nonlinear processes

Marrocu, E.

January 1999

SIGLEAvailable from British Library Document Supply Centre-DSC:DXN040445 / BLDSC - British Library D...

Nonlinearities in stochastic volatility models

Tsiotas, G.K.

January 2002

Available from British Library Document Supply Centre-DSC:DXN051943 / BLDSC - British Library Docume...

Nonlinear time series with long memory A model for stochastic volatility

Robinson, P.
Zaffaroni, P.
London School of Economics and Political Science (United Kingdom). Suntory-Toyota International Centre for Economics and Related Disciplines

January 1997

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.442(97/320) / BLDSC - British Li...

Non-linear models and forecasting

Madkour, Jaouad

April 2013

L’intérêt des modèles non-linéaires réside, d’une part, dans une meilleure prise en compte des non-l...

Stochastic models for control of epidemics

Greenhalgh, D
Cambridge Univ. (United Kingdom)

January 1984

Available from British Library Lending Division - LD:D58475/85 / BLDSC - British Library Document Su...

Stochastic simulation and forecast uncertainty in a forward looking model

Ireland, J.
Westaway, P
National Inst. of Economic and Social Research (NIESR), London (United Kingdom)

January 1990

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.532(NIESR-DP--183) / BLDSC - Br...

Forecasting with an econometric model Some recent results using the National Institute Model

Hall, S.G.
Henry, S.G.B.
Johns, C.B
National Inst. of Economic and Social Research, London (United Kingdom)

January 1985

SIGLEAvailable from British Library Lending Division - LD:3597.532(NIESR-DP--96) / BLDSC - British L...

Non-linear exponential smoothing and positive data

Akram, Muhammad (4065817)
Hyndman, Rob J. (4065319)
Ord, J. Keith (4065649)

June 2017

We consider the properties of nonlinear exponential smoothing state space models under various assum...

The importance of non-linearities in large forecasting models with stochastic error processes

Abstract

Extracted data

The importance of non-linearities in large forecasting models with stochastic error processes

Abstract

Extracted data

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