Ericsson, Neil R.; Dore, Mohammed H. I.; Butt, Hassan - In: Econometrics : open access journal 10 (2022) 4, pp. 1-27
Structural breaks have attracted considerable attention recently, especially in light of the financial crisis, Great Recession, the COVID-19 pandemic, and war. While structural breaks pose significant econometric challenges, machine learning provides an incisive tool for detecting and...
