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