Averaging forecasts from VARs with uncertain instabilities
Todd E. Clark and Michael W. McCracken
| Year of publication: |
2010
|
|---|---|
| Authors: | Clark, Todd E. ; McCracken, Michael W. |
| Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 633941-4. - Vol. 25.2010, 1, p. 5-29
|
| Subject: | VAR-Modell | VAR model | Prognoseverfahren | Forecasting model | Theorie | Theory | Strukturbruch | Structural break | Schätzung | Estimation | Frühindikator | Leading indicator |
| 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/10008666818