A VAR approach to forecasting multivariate long memory processes subject to structural breaks
Year of publication: |
2020
|
---|---|
Authors: | Wang, Cindy S. H. ; Wan, Shui Ki |
Published in: |
Essays in honor of Cheng Hsiao. - Bingley : Emerald, ISBN 978-1-78560-958-9. - 2020, p. 105-141
|
Subject: | Strukturbruch | Structural break | VAR-Modell | VAR model | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Multivariate Analyse | Multivariate analysis | Theorie | Theory |
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