Prüser, Jan - In: Journal of Forecasting 40 (2021) 3, pp. 481-499
Korobilis (Journal of Applied Econometrics, 2013, 28(2), 204–230). The Bernoulli model, however, is unable to account for model … change over time, which is important if the set of relevant predictors changes. To tackle this problem, this paper extends …