A comparison of linear and nonlinear univariate models for forecasting macroeconomic time series

A comparison of linear and nonlinear univariate models for forecasting macroeconomic time series

Bibliographic Details
Main Author: Stock, James H.
Other Authors: Watson, Mark W.
Format: Book
Language:English
Published: Cambridge National Bureau of Economic Research 1998.
Series:NBER working paper series no.6607
Subjects:
Economic forecasting $united States > Statistical methods.
Time-series analysis.
United States > Economic conditions > Econometric models. > 1954-.