Matches in SemOpenAlex for { <https://semopenalex.org/work/W2105528346> ?p ?o ?g. }
- W2105528346 abstract "We compare the forecasting performance of linear autoregressive models, autoregressive models with structural breaks, self-exciting threshold autoregressive models, and Markov switching autoregressive models in terms of point, interval, and density forecasts for h-month growth rates of industrial production of the G7 countries, for the period January 1960-December 2000. The results of point forecast evaluation tests support the established notion in the forecasting literature on the favorable performance of the linear AR model. By contrast, the Markov switching models render more accurate interval and density forecasts than the other models, including the linear AR model. This encouraging nding supports the idea that non-linear models may outperform linear competitors in terms of describing the uncertainty around future realizations of a time series." @default.
- W2105528346 created "2016-06-24" @default.
- W2105528346 creator A5059005408 @default.
- W2105528346 creator A5060028090 @default.
- W2105528346 date "2003-05-14" @default.
- W2105528346 modified "2023-09-23" @default.
- W2105528346 title "Forecasting industrial production with linear, nonlinear, and structural change models" @default.
- W2105528346 cites W1481723710 @default.
- W2105528346 cites W1491711721 @default.
- W2105528346 cites W1591384335 @default.
- W2105528346 cites W1964743509 @default.
- W2105528346 cites W1967232572 @default.
- W2105528346 cites W1967883775 @default.
- W2105528346 cites W1977970167 @default.
- W2105528346 cites W1978018905 @default.
- W2105528346 cites W1999245030 @default.
- W2105528346 cites W2000842688 @default.
- W2105528346 cites W2013206978 @default.
- W2105528346 cites W2014378975 @default.
- W2105528346 cites W2018316544 @default.
- W2105528346 cites W2021292846 @default.
- W2105528346 cites W2032362775 @default.
- W2105528346 cites W2044503966 @default.
- W2105528346 cites W2059571939 @default.
- W2105528346 cites W2073361802 @default.
- W2105528346 cites W2074812030 @default.
- W2105528346 cites W2076241441 @default.
- W2105528346 cites W2089169527 @default.
- W2105528346 cites W2120976261 @default.
- W2105528346 cites W2121490355 @default.
- W2105528346 cites W2128906928 @default.
- W2105528346 cites W2134349212 @default.
- W2105528346 cites W2144013703 @default.
- W2105528346 cites W2145220137 @default.
- W2105528346 cites W2177791359 @default.
- W2105528346 cites W2286201810 @default.
- W2105528346 cites W282514345 @default.
- W2105528346 cites W3123723806 @default.
- W2105528346 cites W3124216392 @default.
- W2105528346 cites W3125696988 @default.
- W2105528346 cites W3146166473 @default.
- W2105528346 cites W561387135 @default.
- W2105528346 hasPublicationYear "2003" @default.
- W2105528346 type Work @default.
- W2105528346 sameAs 2105528346 @default.
- W2105528346 citedByCount "3" @default.
- W2105528346 countsByYear W21055283462013 @default.
- W2105528346 countsByYear W21055283462015 @default.
- W2105528346 crossrefType "posted-content" @default.
- W2105528346 hasAuthorship W2105528346A5059005408 @default.
- W2105528346 hasAuthorship W2105528346A5060028090 @default.
- W2105528346 hasConcept C105795698 @default.
- W2105528346 hasConcept C121332964 @default.
- W2105528346 hasConcept C143724316 @default.
- W2105528346 hasConcept C149782125 @default.
- W2105528346 hasConcept C151406439 @default.
- W2105528346 hasConcept C151730666 @default.
- W2105528346 hasConcept C158622935 @default.
- W2105528346 hasConcept C159877910 @default.
- W2105528346 hasConcept C162324750 @default.
- W2105528346 hasConcept C163175372 @default.
- W2105528346 hasConcept C165556158 @default.
- W2105528346 hasConcept C194657046 @default.
- W2105528346 hasConcept C24338571 @default.
- W2105528346 hasConcept C30795276 @default.
- W2105528346 hasConcept C33923547 @default.
- W2105528346 hasConcept C41008148 @default.
- W2105528346 hasConcept C62520636 @default.
- W2105528346 hasConcept C82753439 @default.
- W2105528346 hasConcept C86803240 @default.
- W2105528346 hasConcept C98763669 @default.
- W2105528346 hasConceptScore W2105528346C105795698 @default.
- W2105528346 hasConceptScore W2105528346C121332964 @default.
- W2105528346 hasConceptScore W2105528346C143724316 @default.
- W2105528346 hasConceptScore W2105528346C149782125 @default.
- W2105528346 hasConceptScore W2105528346C151406439 @default.
- W2105528346 hasConceptScore W2105528346C151730666 @default.
- W2105528346 hasConceptScore W2105528346C158622935 @default.
- W2105528346 hasConceptScore W2105528346C159877910 @default.
- W2105528346 hasConceptScore W2105528346C162324750 @default.
- W2105528346 hasConceptScore W2105528346C163175372 @default.
- W2105528346 hasConceptScore W2105528346C165556158 @default.
- W2105528346 hasConceptScore W2105528346C194657046 @default.
- W2105528346 hasConceptScore W2105528346C24338571 @default.
- W2105528346 hasConceptScore W2105528346C30795276 @default.
- W2105528346 hasConceptScore W2105528346C33923547 @default.
- W2105528346 hasConceptScore W2105528346C41008148 @default.
- W2105528346 hasConceptScore W2105528346C62520636 @default.
- W2105528346 hasConceptScore W2105528346C82753439 @default.
- W2105528346 hasConceptScore W2105528346C86803240 @default.
- W2105528346 hasConceptScore W2105528346C98763669 @default.
- W2105528346 hasLocation W21055283461 @default.
- W2105528346 hasOpenAccess W2105528346 @default.
- W2105528346 hasPrimaryLocation W21055283461 @default.
- W2105528346 hasRelatedWork W1511501866 @default.
- W2105528346 hasRelatedWork W1517653782 @default.
- W2105528346 hasRelatedWork W1519986830 @default.
- W2105528346 hasRelatedWork W1543625023 @default.
- W2105528346 hasRelatedWork W1549814989 @default.
- W2105528346 hasRelatedWork W1611117054 @default.