Forecast robustness in macroeconometric models
Year of publication: |
September 2017
|
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Authors: | Bårdsen, Gunnar ; Kolsrud, Dag ; Nymoen, Ragnar |
Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 36.2017, 6, p. 629-639
|
Subject: | co‐breaking | dynamic homogeneity | equilibrium correction | forecasting | structural breaks | Theorie | Theory | Strukturbruch | Structural break | Prognoseverfahren | Forecasting model | Makroökonometrie | Macroeconometrics | Robustes Verfahren | Robust statistics |
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