Optimal Tests For Nested Model Selection With Underlying Parameter Instability
Year of publication: |
2005-10
|
---|---|
Authors: | Rossi, Barbara |
Publisher: |
Econometric Theory |
Subject: | Model selection | Parameter instability |
-
On the Stablity of the Wealth Effect
Alexandre, Fernando, (2005)
-
Window selection for out-of-sample forecasting with time-varying parameters
Inoue, Atsushi, (2014)
-
Consequences of BSE disease outbreaks in the Canadian beef industry
Stephen Clark, J., (2011)
- More ...
-
Detecting and Predicting Forecast Breakdowns*
Giacomini, Raffella, (2005)
-
Can Exchange Rates Forecast Commodity Prices?
Rogoff, Kenneth S, (2008)
-
Window selection for out-of-sample forecasting with time-varying parameters
Inoue, Atsushi, (2014)
- More ...