Nonlinear Models for Economic Forecasting Applications: An Evolutionary Discussion

This article follows the main contributions brought to the nonlinear modeling literature. We investigate and review a series of parametric initiatives, focusing on the evolution of TAR and ARCH – GARCH model families in econometric and forecasting applications.

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Bibliographic Details
Published in:Computational Methods in Social Sciences 2014-01, Vol.2 (1), p.42-47
Main Authors: Călin, Adrian Cantemir, Diaconescu, Tiberiu, Popovici, Oana Cristina
Format: Article
Language:English
Subjects:
ARCH - GARCH models
Arches
Computation
Economic forecasting
Economy
Evolution
Evolutionary
Forecasting
Forecasting techniques
Mathematical models
nonlinear parametric models
Nonlinearity
Socio-Economic Research
Statistical methods
Stochastic models
threshold models
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Description
Summary:This article follows the main contributions brought to the nonlinear modeling literature. We investigate and review a series of parametric initiatives, focusing on the evolution of TAR and ARCH – GARCH model families in econometric and forecasting applications.
ISSN:2344-1232
2344-1232