Forecasting in the presence of in-sample and out-of-sample breaks
Jiawen Xu, Pierre Perron
| Year of publication: |
2023
|
|---|---|
| Authors: | Xu, Jiawen ; Perron, Pierre |
| Subject: | Forecasting | Instabilities | Mixture Kalman filter | Random level shifts | Structural change | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Strukturbruch | Structural break | Zustandsraummodell | State space model | Strukturwandel | Prognose | Forecast | Theorie | Theory | Wirtschaftsprognose | Economic forecast |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00181-022-02346-x [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014329022