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Optimal forecast under structural breaks
Lee, Tae-hwy; Parsaeian, Shahnaz; Ullah, Aman - 2022
Persistent link: https://www.econbiz.de/10012888324
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Efficient combined estimation under structural breaks
Lee, Tae-hwy; Parsaeian, Shahnaz; Ullah, Aman - 2020
Persistent link: https://www.econbiz.de/10012602650
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Efficient combined estimation under structural breaks
Lee, Tae-hwy; Parsaeian, Shahnaz; Ullah, Aman - In: Essays in honor of M. Hashem Pesaran : prediction and …, (pp. 119-142). 2022
Persistent link: https://www.econbiz.de/10013201836
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Forecasting under structural breaks using improved weighted estimation
Lee, Tae-hwy; Parsaeian, Shahnaz; Ullah, Aman - 2022
Persistent link: https://www.econbiz.de/10013284029
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Optimal forecast under structural breaks
Lee, Tae-hwy; Parsaeian, Shahnaz; Ullah, Aman - In: Journal of applied econometrics 37 (2022) 5, pp. 965-987
Persistent link: https://www.econbiz.de/10013464643
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Forecasting under structural breaks using improved weighted estimation
Lee, Tae-hwy; Parsaeian, Shahnaz; Ullah, Aman - In: Oxford bulletin of economics and statistics 84 (2022) 6, pp. 1485-1501
Persistent link: https://www.econbiz.de/10013468610