Forecasting in the Presence of Structural Breaks and Policy Regime Shifts

Forecasting in the Presence of Structural Breaks and Policy Regime Shifts
Author: David F. Hendry
Publisher:
Total Pages: 0
Release: 2002
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Forecasting in the Presence of Structural Breaks and Policy Regime Shifts
Language: en
Pages: 0
Authors: David F. Hendry
Categories:
Type: BOOK - Published: 2002 - Publisher:

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Forecasting in the Presence of Structural Breaks and Model Uncertainty
Language: en
Pages: 691
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
Identification and Inference for Econometric Models
Language: en
Pages: 606
Authors: Donald W. K. Andrews
Categories: Business & Economics
Type: BOOK - Published: 2005-06-17 - Publisher: Cambridge University Press

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This 2005 collection pushed forward the research frontier in four areas of theoretical econometrics.
Econometrics of Structural Change
Language: en
Pages: 134
Authors: Walter Krämer
Categories: Business & Economics
Type: BOOK - Published: 2012-12-06 - Publisher: Springer Science & Business Media

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Econometric models are made up of assumptions which never exactly match reality. Among the most contested ones is the requirement that the coefficients of an ec
The Contribution of Structural Break Models to Forecasting Macroeconomic Series
Language: en
Pages: 35
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