A Companion to Economic Forecasting || Nonlinear Models and Forecasting
β Scribed by Clements, Michael P.; Hendry, David F.
- Book ID
- 120810338
- Publisher
- Blackwell Publishing Ltd
- Year
- 2004
- Tongue
- English
- Weight
- 321 KB
- Edition
- 1
- Category
- Article
- ISBN
- 0631215697
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
The S-shaped growth curves such as Gompertz, logistic, normal and Weibull are widely used for forecasting technological substitutions. A family of data-based transformed (DBT) models, which are linear in the regression parameters. including the above-mentioned four models as special cases has been s
## ABSTRACT Using factors in forecasting exercises reduces the dimensionality of the covariates set and, therefore, allows the forecaster to explore possible nonlinearities in the model. For an American macroeconomic dataset, I present evidence that the employment of nonlinear estimation methods ca