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Structural instability and pre...
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Forecasting model
280
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Timmermann, Allan
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4
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Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance <1999, Cambridge, Mass.>
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Journal of econometrics
International journal of forecasting
1,610
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627
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ECONIS (ZBW)
527
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1
The power of tests of predictive ability in the presence of structural breaks
Clark, Todd E.
;
McCracken, Michael W.
- In:
Journal of econometrics
124
(
2005
)
1
,
pp. 1-31
Persistent link: https://www.econbiz.de/10002439348
Saved in:
2
Combining p-values to test for multiple structural breaks in cointegrated regressions
Bergamelli, Michele
;
Bianchi, Annamaria
;
Khalaf, Lynda
; …
- In:
Journal of econometrics
211
(
2019
)
2
,
pp. 461-482
Persistent link: https://www.econbiz.de/10012303823
Saved in:
3
Model selection criteria in multivariate models with multiple structural changes
Kurozumi, Eiji
;
Tuvaandorj, Purevdorj
- In:
Journal of econometrics
164
(
2011
)
2
,
pp. 218-238
Persistent link: https://www.econbiz.de/10009301938
Saved in:
4
Finite sample multivariante structural change tests with application to energy demand models
Bernard, Jean-Thomas
;
Idoudi, Nadhem
;
Khalaf, Lynda
; …
- In:
Journal of econometrics
141
(
2007
)
2
,
pp. 1219-1244
Persistent link: https://www.econbiz.de/10003571448
Saved in:
5
Robust GMM tests for structural breaks
Gagliardini, Patrick
;
Trojani, Fabio
;
Urga, Giovanni
- In:
Journal of econometrics
129
(
2005
)
1/2
,
pp. 139-182
Persistent link: https://www.econbiz.de/10003172760
Saved in:
6
Structural-break models under mis-specification : implications for forecasting
Koo, Bonsoo
;
Seo, Myung Hwan
- In:
Journal of econometrics
188
(
2015
)
1
,
pp. 166-181
Persistent link: https://www.econbiz.de/10011500287
Saved in:
7
Real-time nowcasting of nominal GDP with structural breaks
Barnett, William A.
;
Chauvet, Marcelle
;
Leiva-Leon, Danilo
- In:
Journal of econometrics
191
(
2016
)
2
,
pp. 312-324
Persistent link: https://www.econbiz.de/10011610554
Saved in:
8
Estimation of large dimensional factor models with an unknown number of breaks
Ma, Shujie
;
Su, Liangjun
- In:
Journal of econometrics
207
(
2018
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10012116087
Saved in:
9
Testing for parameter instability in predictive regression models
Georgiev, Iliyan
;
Harvey, David I.
;
Leybourne, Stephen James
- In:
Journal of econometrics
204
(
2018
)
1
,
pp. 101-118
Persistent link: https://www.econbiz.de/10011974719
Saved in:
10
Predictability
of stock returns and asset allocation under structural breaks
Pettenuzzo, Davide
;
Timmermann, Allan
- In:
Journal of econometrics
164
(
2011
)
1
,
pp. 60-78
Persistent link: https://www.econbiz.de/10009270410
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