Some recent developments in predictive accuracy testing with nested models and (generic) nonlinear alternatives

Article Abstract:

One should be aware of the contribution parameter estimation error (PEE), the choice of linear versus nonlinear models and the issues of misspecification during the process of constructing predictive accuracy tests. New Monte Carlo and empirical evidence is provided, which indicates that in a generic nonlinear test of predictive accuracy, lags of money growth may not be useful for forecasting the output growth.

Analysis, Prediction theory, Parameter estimation

---

Comments on Fok, van Dijk and Franses's paper:"Forecasting aggregates using panels of nonlinear time series"

Article Abstract:

An analysis of using panles of nonlinear time series for forecasting aggregates proposed by Dennis Fok, Dick van Dijk and Philip Hans Franses in their report, "Forecasting aggregates using panels of nonlinear time series" is presented.

Reports, Economic forecasting, Time-series analysis, Time series analysis, Dijk, Dick van, Fok, Dennis, Franses, Philip Hans

---

Similar abstracts:

• Abstracts: The next five years: seeking out new markets and new foreign investors. Structural adjustment and poverty in Tunisia
• Abstracts: Predicting currency crises: the indicators approach and an alternative. Valuation of LIBOR-Contingent FX options
• Abstracts: Market power and the form of enterprise:capitalist firms, worker-owned firms and consumer cooperatives. Structural analysis of optimal investment for firms with non-concave revenue
• Abstracts: Valuing biodiversity from an economic perspective: A unified economic, ecological, and genetic approach. Consequences of bank distress during the great depression
• Abstracts: Transparency of information and coordination in economies with investment complementarities. Returns to education: evidence from U.K. twins

This website is not affiliated with document authors or copyright owners. This page is provided for informational purposes only. Unintentional errors are possible.