Browsing FGV EESP - Escola de Economia de São Paulo by Title "Forecast comparison with nonlinear methods for Brazilian industrial production"

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Forecast comparison with nonlinear methods for Brazilian industrial production

Rocha, Jordano Vieira; Pereira, Pedro L. Valls
2015-07-27

This work assesses the forecasts of three nonlinear methods | Markov Switching Autoregressive Model, Logistic Smooth Transition Auto-regressive Model, and Auto-metrics with Dummy Saturation | for the Brazilian monthly ...
Forecast comparison with nonlinear methods for Brazilian industrial production

Rocha, Jordano Vieira
2015-04-07

This work assesses the forecasts of three nonlinear methods — Markov Switching Autoregressive Model, Logistic Smooth Transition Autoregressive Model, and Autometrics with Dummy Saturation — for the Brazilian monthly ...