If Nonlinear Models Cannot Forecast, What Use Are They?
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Publication:3368190
DOI10.2202/1558-3708.1013zbMath1078.91543OpenAlexW1481723710MaRDI QIDQ3368190
Publication date: 27 January 2006
Published in: Studies in Nonlinear Dynamics & Econometrics (Search for Journal in Brave)
Full work available at URL: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.76.8964
Related Items (5)
Further critique of GARCH/ARMA/VAR/EVT Stochastic-Volatility models and related approaches ⋮ On the relationship between oil and gold before and after financial crisis: linear, nonlinear and time-varying causality testing ⋮ Short-run price forecast performance of individual and composite models for 496 corn cash markets ⋮ ON THE ECONOMIC IMPACT OF MODELING NONLINEARITIES: THE ASSET PRICING EXAMPLE ⋮ Nonparametric, nonlinear, short-term forecasting: Theory and evidence for nonlinearities in the commodity markets
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