Optimal Forecasts in the Presence of Structural Breaks
Year of publication: |
2011
|
---|---|
Authors: | Pesaran, M. Hashem |
Other Persons: | Pick, Andreas (contributor) ; Pranovich, Mikhail (contributor) |
Publisher: |
[2011]: [S.l.] : SSRN |
Subject: | Prognoseverfahren | Forecasting model | Strukturbruch | Structural break | Zeitreihenanalyse | Time series analysis |
Extent: | 1 Online-Ressource (55 p) |
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Series: | De Nederlandsche Bank Working Paper ; No. 327 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments December 27, 2011 erstellt |
Other identifiers: | 10.2139/ssrn.1977191 [DOI] |
Classification: | C22 - Time-Series Models ; C53 - Forecasting and Other Model Applications |
Source: | ECONIS - Online Catalogue of the ZBW |
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