comparison of linear and nonlinear univariate models for for[e]casting macroeconomic time series
By: James H. Stock, Mark W. Watson.
Contributors: Watson, Mark W.; National Bureau of Economic Research.
Series: NBER working paper series -- working paper 6607; Working paper series (National Bureau of Economic Research) -- working paper no. 6607.
Publisher: National Bureau of Economic Research
Published: 1998
Place of publication: Cambridge, MA
Language: eng
Number of pages: 29
Subjects: Economic forecasting -- United States -- Statistical methods.; Time-series analysis.; United States -- Economic conditions -- 1945- -- Econometric models.
Other titles: Comparison of linear and nonlinear univariate models for forecasting macroeconomic time series; Models for forecasting macroeconomic time series; Forecasting macroeconomic time series
Notes: "June 1998."

JEL no. C22, C32.

Includes bibliographical references (p. 28-29).

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Electronic version available via the Internet at the NBER World Wide Web site.

Financial support from the National Science Foundation. grant SBR-9409629