A Comparison of Linear and Nonlinear Univariate Models for Forecasting Macroeconomic Time Series
Publication information:
Stock J, Watson. A Comparison of Linear and Nonlinear Univariate Models for Forecasting Macroeconomic Time Series. In: Cointegration, Causality and Forecasting: A Festschrift for Clive W.J. Granger. Oxford: Oxford University Press; 1999. pp. 1–44.