Selection of an estimation window in the presence of data revisions and recent structural breaks
Jari Hännikäinen
| Year of publication: |
2017
|
|---|---|
| Authors: | Hännikäinen, Jari |
| Published in: |
Journal of econometric methods. - Berlin : de Gruyter, ISSN 2156-6674, ZDB-ID 2684112-5. - Vol. 6.2017, 1, p. 1-22
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| Subject: | choice of estimation window | forecasting | real-time data | recent structural break | Strukturbruch | Structural break | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Schätzung | Estimation |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1515/jem-2015-0021 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011944565