Adaptive forcasting in the presence of recent and ongoing structural change
Year of publication: |
2012
|
---|---|
Authors: | Giraitis, Liudas ; Kapetanios, George ; Price, Simon |
Publisher: |
Canberra : Centre for Applied Macroeconomic Analysis, The Australian National Univ. |
Subject: | Zeitreihenanalyse | Time series analysis | Strukturbruch | Structural break | Prognoseverfahren | Forecasting model | Monte-Carlo-Simulation | Monte Carlo simulation | Robustes Verfahren | Robust statistics | Schätzung | Estimation | USA | United States | Großbritannien | United Kingdom |
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