//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~institution:"C.E.P.R. Discussion Papers"
~institution:"Department of Economics and Business, Universitat Pompeu Fabra"
~institution:"Econometric Society"
~institution:"Faculty of Economics, University of Cambridge"
~person:"Timmermann, Allan G"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Structural Breaks"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
structural breaks
2
Bayesian model averaging
1
autoregression
1
forecasting
1
hierarchical hidden Markov Chain Model
1
msfe
1
rolling window estimator
1
small sample properties of forecasts
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Book / Working Paper
2
Language
All
Undetermined
2
Author
All
Timmermann, Allan G
Pesaran, M.H.
5
Timmermann, A.
4
Mayoral, Laura
3
Artis, Michael J
2
Muellbauer, John
2
Pesaran, M Hashem
2
Pettenuzzo, D.
2
Aron, Janine
1
Attfield, Clifford
1
Bai, Jushan
1
Ben-David, Dan
1
Beyer, Andreas
1
Bladen-Hovell, Robin
1
Carrion-i-Silvestre, Josep Lluís
1
Coakley, Jerry
1
Dolado, Juan J.
1
Enders, Walter
1
Farmer, Roger E A
1
Fidrmuc, Jan
1
Fuertes, Ana María
1
Giacomini, Raffaella
1
Gillman, Max
1
Gonzalo, Jesús
1
Koenig, P.
1
Krolzig, Hans-Martin
1
Lee, Junsoo
1
Nachane, Dilip M
1
Nakov, Anton
1
Noriega, A.E.
1
Papell, David
1
Patton, Andrew J
1
Peretti, Christian de
1
Pesaran, H.M.
1
Pettenuzzo, Davide
1
Peñaranda, Francisco
1
Pick, A.
1
Pollitt, M.G.
1
Ramadorai, Tarun
1
Rossi, Barbara
1
more ...
less ...
Institution
All
C.E.P.R. Discussion Papers
Department of Economics and Business, Universitat Pompeu Fabra
Econometric Society
Faculty of Economics, University of Cambridge
Published in...
All
CEPR Discussion Papers
2
Source
All
RePEc
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Forecasting Time Series Subject to Multiple
Structural
Breaks
Pesaran, M Hashem
;
Pettenuzzo, Davide
;
Timmermann, Allan G
-
C.E.P.R. Discussion Papers
-
2004
This Paper provides a novel approach to forecasting time series subject to discrete
structural
breaks
. We propose a …
Persistent link: https://www.econbiz.de/10005791366
Saved in:
2
Small Sample Properties of Forecasts From Autoregressive Models Under
Structural
Breaks
Pesaran, M Hashem
;
Timmermann, Allan G
-
C.E.P.R. Discussion Papers
-
2004
autoregressive models under
structural
breaks
. Finite-sample results for the mean-squared forecast error of one-step-ahead forecasts …
Persistent link: https://www.econbiz.de/10005123678
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->