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Original Articles

Nonparametric forecasting: a comparison of three kernel-based methods

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Pages 1593-1617 | Received 01 Feb 1997, Published online: 27 Jun 2007

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Michael P. Clements, Philip Hans Franses & Norman R. Swanson. (2004) Forecasting economic and financial time-series with non-linear models. International Journal of Forecasting 20:2, pages 169-183.
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Jan G. De Gooijer & Dawit Zerom. (2000) Kernel-based multistep-ahead predictions of the US short-term interest rate. Journal of Forecasting 19:4, pages 335-353.
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