Forecasting the U.S. Unemployment Rate
From MaRDI portal
Publication:4216945
DOI10.2307/2670094zbMath0918.62091OpenAlexW4230729753MaRDI QIDQ4216945
Ruey S. Tsay, George C. Tiao, Alan L. Montgomery, Victor Zarnowitz
Publication date: 13 December 1998
Full work available at URL: https://doi.org/10.2307/2670094
nonlinearitythreshold autoregressive modelsforecast comparisonsMarkov switching autoregressive modelsautoregressive integrated moving average models
Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20)
Related Items (18)
Bayesian model selection and parameter estimation for possibly asymmetric and non-stationary time series using a reversible jump Markov chain Monte Carlo approach ⋮ SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS ⋮ Nonlinear Time Series Models and Model Selection ⋮ Small Area Estimation with Correctly Specified Linking Models ⋮ Structured variable selection via prior-induced hierarchical penalty functions ⋮ Multivariate Time-Series Analysis With Categorical and Continuous Variables in an Lstr Model ⋮ Partially linear beta regression model with autoregressive errors ⋮ Asymptotic theory for time series with changing mean and variance ⋮ Forecasting the US unemployment rate ⋮ A bivariate threshold time series model for analyzing Australian interest rates ⋮ Monitoring unit root and multiple structural changes: An information criterion approach ⋮ Forecasting with univariate TAR models ⋮ Bayesian analysis of loss reserving using dynamic models with generalized beta distribution ⋮ Factor-Adjusted Regularized Model Selection ⋮ Smooth buffered autoregressive time series models ⋮ An instrumental variable approach for tests of unit roots and seasonal unit roots in asymmetric time series models. ⋮ Statistical Properties of Threshold Models ⋮ A nonlinear long memory model, with an application to US unemployment.
This page was built for publication: Forecasting the U.S. Unemployment Rate
