Similar Search Results

Estimation and forecasting in models with multiple breaks

Koop, Gary; Potter, Simon M. - In: The review of economic studies 74 (2007) 3, pp. 763-789

Persistent link: https://www.econbiz.de/10003481351

Business cycle monitoring with structural changes

Chauvet, Marcelle; Potter, Simon M. - In: International journal of forecasting 26 (2010) 4, pp. 777-793

Persistent link: https://www.econbiz.de/10008807715

A flexible approach to parametric inference in nonlinear time series models

Koop, Gary (contributor); Potter, Simon M. (contributor) - 2007

Persistent link: https://www.econbiz.de/10003519806

Prior elicitation in multiple change-point models

Koop, Gary; Potter, Simon M. - In: International economic review 50 (2009) 3, pp. 751-772

Persistent link: https://www.econbiz.de/10003876303

Prior elicitation in multiple change-point models

Koop, Gary (contributor); Potter, Simon M. (contributor) - 2004

Persistent link: https://www.econbiz.de/10002228601

Forecasting and estimating multiple change-point models with an unknown number of change-points

Koop, Gary M. (contributor); Potter, Simon M. (contributor) - 2004

Persistent link: https://www.econbiz.de/10002528617

Prior elicitation in multiple change-point models

Koop, Gary M. (contributor); Potter, Simon M. (contributor) - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002623546

Forecasting and estimating multiple change-point models with an unknown number of change points

Koop, Gary M. (contributor); Potter, Simon M. (contributor) - 2004 - [Elektronische Ressource]

"This paper develops a new approach to change-point modeling that allows for an unknown number of change points in the observed sample. Our model assumes that regime durations have a Poisson distribution. The model approximately nests the two most common approaches: the time-varying parameter...

Persistent link: https://www.econbiz.de/10002521761

Nonlinearity, structural breaks, or outliers in economic time series?

Koop, Gary; Potter, Simon M. - In: Nonlinear econometric modeling in time series : …, (pp. 61-78). 2000

Persistent link: https://www.econbiz.de/10001532220

Forecasting and estimating multiple change-point models with an unknown number of change points

Koop, Gary M.; Potter, Simon M. - 2004

This paper develops a new approach to change-point modeling that allows for an unknown number of change points in the observed sample. Our model assumes that regime durations have a Poisson distribution. The model approximately nests the two most common approaches: the time-varying parameter...

Persistent link: https://www.econbiz.de/10010283423