Forecasting in the Presence of Structural Breaks and Model Uncertainty
Language: en
Pages: 691

Forecasting in the Presence of Structural Breaks and Model Uncertainty

Authors: David E. Rapach
Categories: Business & Economics
Type: BOOK - Published: 2008-02-29 - Publisher: Emerald Group Publishing

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Forecasting in the presence of structural breaks and model uncertainty are active areas of research with implications for practical problems in forecasting. Thi
Forecasting in Presence of Structural Breaks
Language: en
Pages: 140

Forecasting in Presence of Structural Breaks

Authors: Joeata Kacou
Categories:
Type: BOOK - Published: 2009 - Publisher:

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Forecasting an Aggregate in the Presence of Structural Breaks in the Disaggregates
Language: en
Pages: 30

Forecasting an Aggregate in the Presence of Structural Breaks in the Disaggregates

Authors: William D. Larson
Categories:
Type: BOOK - Published: 2014 - Publisher:

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There is a debate in the literature on the best method to forecast an aggregate: (1) forecast the aggregate directly, (2) forecast the disaggregates and then ag
The Contribution of Structural Break Models to Forecasting Macroeconomic Series
Language: en
Pages: 35

The Contribution of Structural Break Models to Forecasting Macroeconomic Series

Authors: Luc Bauwens
Categories:
Type: BOOK - Published: 2017 - Publisher:

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This paper compares the forecasting performance of different models which have been proposed for forecasting in the presence of structural breaks. These models
Forecasting in the Presence of Structural Breaks and Policy Regime Shifts
Language: en
Pages: 0

Forecasting in the Presence of Structural Breaks and Policy Regime Shifts

Authors: David F. Hendry
Categories:
Type: BOOK - Published: 2002 - Publisher:

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