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~person:"Timmermann, Allan G"
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Search: subject:"Structural Breaks"
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structural breaks
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Bayesian model averaging
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autoregression
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forecasting
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hierarchical hidden Markov Chain Model
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msfe
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rolling window estimator
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small sample properties of forecasts
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Timmermann, Allan G
Timmermann, Allan
25
Tamarit, Cecilio
22
Camarero, Mariam
20
Caporale, Guglielmo Maria
20
Pesaran, M. Hashem
20
Tzavalis, Elias
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Gupta, Rangan
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Russell, Bill
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Balcilar, Mehmet
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Carrion-i-Silvestre, Josep Lluís
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Cuestas, Juan Carlos
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Gil-Alana, Luis A.
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Kumar, Saten
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Sibbertsen, Philipp
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Belke, Ansgar
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Gil-Alaña, Luis A.
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Pettenuzzo, Davide
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Ventosa-Santaulària, Daniel
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Hammoudeh, Shawkat
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Malik, Farooq
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Noriega, Antonio E.
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Tillmann, Peter
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Esteve, Vicente
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Hendry, David F.
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Nymoen, Ragnar
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Osborn, Denise R.
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Ozdemir, Zeynel Abidin
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Castle, Jennifer
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Chowdhury, Rosen Azad
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Gadea, María Dolores
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Mensi, Walid
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Paap, Richard
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Tamarit Escalona, Cecilio R.
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Tiwari, Aviral Kumar
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Wohar, Mark E.
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Baharumshah, Ahmad Zubaidi
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Doornik, Jurgen A.
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Ghoshray, Atanu
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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:
2
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:
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