Forecast-Based Model Selection in the Presence of Structural Breaks
Year of publication: |
2002
|
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Authors: | Clark, Todd E. ; McCracken, Michael W. |
Publisher: |
[S.l.] : SSRN |
Subject: | Theorie | Theory | Strukturbruch | Structural break | Prognoseverfahren | Forecasting model | Statistischer Test | Statistical test |
Extent: | 1 Online-Ressource (52 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments August 2002 erstellt |
Other identifiers: | 10.2139/ssrn.349061 [DOI] |
Classification: | C53 - Forecasting and Other Model Applications ; C12 - Hypothesis Testing ; C52 - Model Evaluation and Testing |
Source: | ECONIS - Online Catalogue of the ZBW |
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