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00-003/4 - Combined Forecasts from Linear and Nonlinear Time Series Models


  • Authors
    N. Terui, Tohoku University, Japan; Herman K. van Dijk, Econometric Institute, Erasmus University Rotterdam
  • Publication date
    February 10, 2000
  • Keywords
    Combining forecasts; ExpAR model; Locally linear (or nonlinear) modeling; Threshold model; Time varying coefficient model