Forecasting in nonstationary environments : what works and what doesn't in reduced-form and structural models
Year of publication: |
2015
|
---|---|
Authors: | Giacomini, Raffaella ; Rossi, Barbara |
Published in: |
Annual review of economics. - Palo Alto, Calif. : Annual Reviews, ISSN 1941-1383, ZDB-ID 2525440-6. - Vol. 7.2015, p. 207-229
|
Subject: | Nonstationary environment | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Stabilität | Stability |
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