Prediction of macro-economic time series. A comparison of linear models and neural nets

zbMATH Open1302.91001MaRDI QIDQ2865994

W. Koller

Publication date: 12 December 2013

zbMATH Keywords

predictionneural networkslinear modelsnonlinear time serieseconometrics

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Macroeconomic theory (monetary models, models of taxation) (91B64) Statistical methods; economic indices and measures (91B82) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance (91-01) Neural nets and related approaches to inference from stochastic processes (62M45)

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