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Detecting big structural breaks in large factor models

Chen, Liang; Dolado, Juan J.; Gonzalo, Jesús - 2011

Persistent link: https://www.econbiz.de/10009704689

A new structural break model, with an application to Canadian inflation forecasting

Maheu, John M.; Song, Yong - In: International journal of forecasting 30 (2013) 1, pp. 144-160

Persistent link: https://www.econbiz.de/10010246985

Forecasting UK GDP growth and inflation under structural change : a comparison of models with time-varying parameters

Barnett, Alina; Mumtaz, Haroon; Theodoridis, Konstantinos - In: International journal of forecasting 30 (2013) 1, pp. 129-143

Persistent link: https://www.econbiz.de/10010247002

Detecting big structural breaks in large factor models

Chen, Liang; Dolado, Juan J.; Gonzalo, Jesús - In: Journal of econometrics 180 (2014) 1, pp. 30-48

Persistent link: https://www.econbiz.de/10010379487

Detecting big structural breaks in large factor models

Chen, Liang; Dolado, Juan J.; Gonzalo, Jesús - 2013

Persistent link: https://www.econbiz.de/10010257860

Combination of forecasts across estimation windows : an application to air travel demand

Jungmittag, Andre - 2014

This paper applies combining forecasts of air travel demand generated from the same model but over different estimation … forecast horizons from one to twelve months-ahead, which are based on different average estimation windows, expanding windows …

Persistent link: https://www.econbiz.de/10010367205