Structural-break models under mis-specification : implications for forecasting
Year of publication: |
September 2015
|
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Authors: | Koo, Bonsoo ; Seo, Myung Hwan |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 188.2015, 1, p. 166-181
|
Subject: | Structural break | Forecasting | Mis-specification | Cube-root asymptotics | Theorie | Theory | Modellierung | Scientific modelling | Prognoseverfahren | Forecasting model | Strukturbruch |
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