Analyzing cross-validation for forecasting with structural instability
Keisuke Hirano, Jonathan H. Wright
| Year of publication: |
2022
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|---|---|
| Authors: | Hirano, Keisuke ; Wright, Jonathan H. |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 226.2022, 1, p. 139-154
|
| Subject: | Prognoseverfahren | Forecasting model | Schätztheorie | Estimation theory | Wirtschaftsprognose | Economic forecast | Strukturbruch | Structural break |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2020.10.009 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013440526