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How costly is it to ignore breaks when forecasting the direction of a time series?
Pesaran, M. Hashem (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001729369
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Forecasting with VARMA models
Lütkepohl, Helmut (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002233744
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Forecasting time series subject to multiple structural breaks
Pesaran, M. Hashem (contributor);  … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002153301
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Use and misuse of unobserved components in economic forecasting
Maravall Herrero, Agustín - 1993
Persistent link: https://www.econbiz.de/10000865572
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Forecasting macroeconomic variables using diffusion indexes in short samples with structural change
Banerjee, Anindya (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003652053
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Forecasting with medium and large Bayesian VARs
Koop, Gary - 2011
Persistent link: https://www.econbiz.de/10009231257
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A comparison of forecasting procedures for macroeconomic series : the contribution of structural break models
Bauwens, Luc; Koop, Gary; Korobilis, Dimitris; … - 2011
Persistent link: https://www.econbiz.de/10009231265
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Using VARs and TVP-VARs with many macroeconomic variables
Koop, Gary - 2013
Persistent link: https://www.econbiz.de/10009735892
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Model switching and model averaging in time-varying parameter regression models
Belmonte, Miguel; Koop, Gary - 2013
Persistent link: https://www.econbiz.de/10009735895
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New test statistics for market timing with applications to emerging markets
Sancetta, A. (contributor); Satchell, Stephen (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001703644