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Nonlinear and nonparametric modeling approaches for probabilistic forecasting of the US gross national product

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Publication:5881700
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DOI10.1515/snde-2012-0029zbMath1506.62479OpenAlexW2603991923MaRDI QIDQ5881700

Max A. Little, Patrick E. McSharry, Siddharth Arora

Publication date: 13 March 2023

Published in: Studies in Nonlinear Dynamics and Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/snde-2012-0029


zbMATH Keywords

autoregressive modelsforecastingSETARUS GNPMS-AR


Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Statistical methods; economic indices and measures (91B82)


Related Items (3)

A model‐based approach for analog spatio‐temporal dynamic forecasting ⋮ Forecast accuracy of a BVAR under alternative specifications of the zero lower bound ⋮ Generating prediction bands for path forecasts from SETAR models






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