scholarly journals TOOLS FOR NON-LINEAR TIME SERIES FORECASTING IN ECONOMICS – AN EMPIRICAL COMPARISON OF REGIME SWITCHING VECTOR AUTOREGRESSIVE MODELS AND RECURRENT NEURAL NETWORKS

2004 ◽  
pp. 71-91 ◽  
Author(s):  
Jane M. Binner ◽  
Thomas Elger ◽  
Birger Nilsson ◽  
Jonathan A. Tepper
Keyword(s):  
Neural Networks ◽  
Time Series ◽  
Recurrent Neural Networks ◽  
Regime Switching ◽  
Linear Time ◽  
Time Series Forecasting ◽  
Autoregressive Models ◽  
Empirical Comparison ◽  
Vector Autoregressive Models ◽  
Vector Autoregressive
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