Forecasting and estimating multiple change-point models with an unknown number of change-points
Year of publication: |
Nov. 2004
|
---|---|
Other Persons: | Koop, Gary M. (contributor) ; Potter, Simon M. (contributor) |
Publisher: |
Leicester : Univ. of Leicester, Dep. of Economics |
Subject: | Prognoseverfahren | Forecasting model | Strukturbruch | Structural break | Markov-Kette | Markov chain | Statistische Verteilung | Statistical distribution | Inflation | Schätzung | Estimation | Theorie | Theory | Bruttoinlandsprodukt | Gross domestic product |
-
Forecasting and Estimating Multiple Change-Point Models with an Unknown Number of Change Points
Potter, Simon M., (2004)
-
Forecasting and estimating multiple change-point models with an unknown number of change points
Koop, Gary M., (2004)
-
A new structural break model, with an application to Canadian inflation forecasting
Maheu, John M., (2013)
- More ...
-
Reexamining the consumption-wealth relationship: The role of model uncertainty
Koop, Gary M., (2005)
-
Forecasting and estimating multiple change-point models with an unknown number of change points
Koop, Gary M., (2004)
-
Prior elicitation in multiple change-point models
Koop, Gary M., (2004)
- More ...