Nonparametric, nonlinear, short-term forecasting: Theory and evidence for nonlinearities in the commodity markets

DOI10.1016/S0165-1765(99)00156-1zbMath1027.91511OpenAlexW2053305321WikidataQ127726218 ScholiaQ127726218MaRDI QIDQ1606379

Amos Golan, Matthew Shearer, Yehuda Agnon

Publication date: 1 September 2002

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0165-1765(99)00156-1

zbMATH Keywords

nonlinearitiescommoditiesforecasting method

Mathematics Subject Classification ID

Auctions, bargaining, bidding and selling, and other market models (91B26) Statistical methods; economic indices and measures (91B82)

Cites Work

• Unnamed Item
• Testing nonlinear forecastability in time series: Theory and evidence from the EMS
• If Nonlinear Models Cannot Forecast, What Use Are They?
• Nonlinear control of heart rate variability in human infants.

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