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~institution:"Manchester Business School"
~subject:"Estimation theory"
~subject:"Euro area"
~subject:"Nationaleinkommen"
~subject:"Prognoseverfahren"
~subject:"VAR-Modell"
~subject:"Welt"
~subject:"World"
~subject:"Zeitreihenanalyse"
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Manchester Business School - Research - Working Papers
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The Economic and Statistical Value of Forecast Combinations under Regime Switching: An Application to Predictable US Returns
Guidolin, Massimo
;
Fangzhou Na, Carrie
-
Manchester Business School
-
2007
flexible regime switching VAR framework — in which the presence of regimes may lead to superior
forecasting
performance from …
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