Structural-Break Models under Mis-specification : Implications for Forecasting
Year of publication: |
2015
|
---|---|
Authors: | Koo, Bonsoo |
Other Persons: | Seo, Myung Hwan (contributor) |
Publisher: |
[2015]: [S.l.] : SSRN |
Subject: | Stochastischer Prozess | Stochastic process | Theorie | Theory | Prognoseverfahren | Forecasting model | Modellierung | Scientific modelling | Strukturbruch | Structural break |
Extent: | 1 Online-Ressource (47 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments April 18, 2013 erstellt |
Other identifiers: | 10.2139/ssrn.2253679 [DOI] |
Classification: | C13 - Estimation ; C22 - Time-Series Models ; C53 - Forecasting and Other Model Applications |
Source: | ECONIS - Online Catalogue of the ZBW |
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