Adaptive forecasting in the presence of recent and ongoing structural change
Luidas Giraitis; George Kapetanios; Simon Price
| Year of publication: |
2013
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|---|---|
| Authors: | Giraitis, Luidas ; Kapetanios, George ; Price, Simon |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 177.2013, 2, p. 153-170
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| Subject: | Recent and ongoing structural change | Forecast combination | Robust forecasts | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Robustes Verfahren | Robust statistics | Strukturbruch | Structural break | Strukturwandel | Structural change | Schätzung | Estimation | Monte-Carlo-Simulation | Monte Carlo simulation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010254880