Forecasting in factor augmented regressions under structural change
Daniele Massacci, George Kapetanios
| Year of publication: |
2024
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|---|---|
| Authors: | Massacci, Daniele ; Kapetanios, George |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier Science, ISSN 0169-2070, ZDB-ID 1495951-3. - Vol. 40.2024, 1, p. 62-76
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| Subject: | Cross-sectional averages | Estimation window | Factor augmented regression | Out-of-sample forecasts | Structural instability | Prognoseverfahren | Forecasting model | Regressionsanalyse | Regression analysis | Schätztheorie | Estimation theory | Schätzung | Estimation | Zeitreihenanalyse | Time series analysis | Strukturbruch | Structural break |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ijforecast.2022.12.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014450259