{"id":{"repo_id":"wvu","oai_identifier":"oai:researchrepository.wvu.edu:etd-1534"},"canonical_url":"https://search.dev.ndltd.org/etd/wvu/oai:researchrepository.wvu.edu:etd-1534","repository":{"repo_id":"wvu","name":"West Virginia University","base_url":"https://researchrepository.wvu.edu/do/oai/"},"display":{"title":"Three Essays on Forecasting in Nonlinear Models","abstract":"Nonlinear models have many applications in the economic and financial fields. The following works focus on their use for forecasting. Neural networks, in conjunction with an Affine Term Structure Model, are used to discover possible yield curve arbitrage opportunities. A G/ARCH model is employed to test and forecast the conditional variance of state-level employment growth. A Space-Time Autoregressive (STAR) model is applied to state employment growth to ensure that any measure of volatility in the series is not misdirected as employment movements between neighboring states.","abstract_html":"Nonlinear models have many applications in the economic and financial fields. The following works focus on their use for forecasting. Neural networks, in conjunction with an Affine Term Structure Model, are used to discover possible yield curve arbitrage opportunities. A G/ARCH model is employed to test and forecast the conditional variance of state-level employment growth. A Space-Time Autoregressive (STAR) model is applied to state employment growth to ensure that any measure of volatility in the series is not misdirected as employment movements between neighboring states.","abstract_has_math":false,"creators":["Murdoch, Scott T."],"institution":null,"degree_name":"PhD","degree_level":"Dissertation","degree_discipline":"Economics","degree_department":null,"school":null,"contributors":["Stratford Douglas","Arabinda Basistha","Naomi Boyd","George Hammond","Feng Yao"],"advisors":[],"committee_chairs":[],"committee_members":[],"year":2013,"date_issued":"2013-05-01T07:00:00Z","date_published":"2013-05-01T07:00:00Z","updated_at":"2026-07-24T06:14:38Z","subjects":["Economics"],"languages":[],"rights":[],"rights_urls":[],"identifier_entries":[{"key":"dc:identifier","label":"Identifier","values":["https://researchrepository.wvu.edu/etd/531"],"render_values":[{"text":"https://researchrepository.wvu.edu/etd/531","href":"https://researchrepository.wvu.edu/etd/531","code":true}]}]},"links":{"outbound_url":"https://doi.org/10.33915/etd.531","outbound_label":"DOI","outbound_source":"dc:identifier"},"metadata_groups":[{"id":"people","label":"People","entries":[{"key":"dc:contributor","label":"Contributor","values":["Stratford Douglas","Arabinda Basistha","Naomi Boyd","George Hammond","Feng Yao"]},{"key":"dc:creator","label":"Author","values":["Murdoch, Scott T."]}]},{"id":"academic_context","label":"Academic Context","entries":[{"key":"dc:date.available","label":"Dc Date Available","values":["2019-01-17T08:00:00Z"]},{"key":"thesis:degree_discipline","label":"Discipline","values":["Economics"]},{"key":"thesis:degree_level","label":"Degree Level","values":["Dissertation"]},{"key":"thesis:degree_name","label":"Degree Name","values":["PhD"]}]},{"id":"subjects_keywords","label":"Subjects and Keywords","entries":[{"key":"dc:subject","label":"Dc Subject","values":["Economics"]}]},{"id":"identifiers","label":"Identifiers","entries":[{"key":"dc:identifier","label":"Identifier","values":["https://doi.org/10.33915/etd.531","https://researchrepository.wvu.edu/etd/531"]}]},{"id":"additional","label":"Additional Metadata","entries":[{"key":"dc:description.abstract","label":"Abstract","values":["Nonlinear models have many applications in the economic and financial fields. The following works focus on their use for forecasting. Neural networks, in conjunction with an Affine Term Structure Model, are used to discover possible yield curve arbitrage opportunities. A G/ARCH model is employed to test and forecast the conditional variance of state-level employment growth. A Space-Time Autoregressive (STAR) model is applied to state employment growth to ensure that any measure of volatility in the series is not misdirected as employment movements between neighboring states."]},{"key":"dc:title","label":"Title","values":["Three Essays on Forecasting in Nonlinear Models"]}]}],"canonical_facts":{"dc:contributor":["Stratford Douglas","Arabinda Basistha","Naomi Boyd","George Hammond","Feng Yao"],"dc:creator":["Murdoch, Scott T."],"dc:date.available":["2019-01-17T08:00:00Z"],"dc:description.abstract":["Nonlinear models have many applications in the economic and financial fields. The following works focus on their use for forecasting. Neural networks, in conjunction with an Affine Term Structure Model, are used to discover possible yield curve arbitrage opportunities. A G/ARCH model is employed to test and forecast the conditional variance of state-level employment growth. A Space-Time Autoregressive (STAR) model is applied to state employment growth to ensure that any measure of volatility in the series is not misdirected as employment movements between neighboring states."],"dc:identifier":["https://doi.org/10.33915/etd.531","https://researchrepository.wvu.edu/etd/531"],"dc:subject":["Economics"],"dc:title":["Three Essays on Forecasting in Nonlinear Models"],"thesis:degree_discipline":["Economics"],"thesis:degree_level":["Dissertation"],"thesis:degree_name":["PhD"]},"updated_at":"2026-07-24T06:14:38Z"}