Forecasting in Factor Augmented Regressions under Structural Change
Year of publication: |
[2021]
|
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Authors: | Massacci, Daniele ; Kapetanios, George |
Publisher: |
[S.l.] : SSRN |
Subject: | Theorie | Theory | Prognoseverfahren | Forecasting model | Regressionsanalyse | Regression analysis | Strukturwandel | Structural change | Zeitreihenanalyse | Time series analysis | Strukturbruch | Structural break |
Extent: | 1 Online-Ressource (18 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments October 28, 2021 erstellt |
Other identifiers: | 10.2139/ssrn.3952012 [DOI] |
Classification: | C13 - Estimation ; C32 - Time-Series Models ; c38 ; C53 - Forecasting and Other Model Applications |
Source: | ECONIS - Online Catalogue of the ZBW |
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