Estimation and forecasting in models with multiple breaks
Year of publication: |
2007
|
---|---|
Authors: | Koop, Gary ; Potter, Simon M. |
Published in: |
The review of economic studies. - Oxford : Oxford Univ. Press, ISSN 0034-6527, ZDB-ID 209928-7. - Vol. 74.2007, 3, p. 763-789
|
Subject: | Prognoseverfahren | Forecasting model | Schätztheorie | Estimation theory | Strukturbruch | Structural break | Theorie | Theory |
-
Polak, Julia, (2014)
-
Predictive model averaging with parameter instability and heteroskedasticity
Yin, Anwen, (2024)
-
A new test on asset return predictability with structural breaks
Cai, Zongwu, (2022)
- More ...
-
Re-examining the consumption-wealth relationship: the role of model uncertainty
Koop, Gary, (2005)
-
Are apparent findings of nonlinearity due to structural instability in economic time series?
Koop, Gary, (1999)
-
Reexamining the consumption-wealth relationship: the role of model uncertainty
Koop, Gary, (2005)
- More ...