%0 Book Section %B Cointegration, Causality and Forecasting: A Festschrift for Clive W.J. Granger %D 1999 %T A Comparison of Linear and Nonlinear Univariate Models for Forecasting Macroeconomic Time Series %A James Stock %A M. Watson %E R. Engle %E H. White %B Cointegration, Causality and Forecasting: A Festschrift for Clive W.J. Granger %I Oxford University Press %C Oxford %P 1-44 %G eng %U http://www.economics.harvard.edu/faculty/stock/files/Granger_Festshrift_StockandWatson.pdf