Selecting a nonlinear time series model using weighted tests of equal forecast accuracy

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36 Citations (Scopus)

Original language	Undefined/Unknown
Pages (from-to)	727-744
Number of pages	18
Journal	Oxford Bulletin of Economics and Statistics
Volume	65
Issue number	Supplement
DOIs	https://doi.org/10.1046/j.0305-9049.2003.00091.x
Publication status	Published - 2003

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title = "Selecting a nonlinear time series model using weighted tests of equal forecast accuracy",

author = "{van Dijk}, Dick and Franses, {Philip Hans}",

year = "2003",

doi = "10.1046/j.0305-9049.2003.00091.x",

language = "Undefined/Unknown",

volume = "65",

pages = "727--744",

journal = "Oxford Bulletin of Economics and Statistics",

issn = "0305-9049",

publisher = "Wiley-Blackwell Publishing Ltd",

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}

TY - JOUR

T1 - Selecting a nonlinear time series model using weighted tests of equal forecast accuracy

AU - van Dijk, Dick

AU - Franses, Philip Hans

PY - 2003

Y1 - 2003

U2 - 10.1046/j.0305-9049.2003.00091.x

DO - 10.1046/j.0305-9049.2003.00091.x

M3 - Article

VL - 65

SP - 727

EP - 744

JO - Oxford Bulletin of Economics and Statistics

JF - Oxford Bulletin of Economics and Statistics

SN - 0305-9049

IS - Supplement

ER -