Forecasting under structural change
Year of publication: |
2015
|
---|---|
Authors: | Giraitis, Liudas ; Kapetanios, George ; Mansur, Mohaimen ; Price, Simon |
Published in: |
Empirical economic and financial research : theory, methods and practice ; [Festschrift in honour of Professor Siegfried Heiler]. - Cham : Springer, ISBN 978-3-319-03121-7. - 2015, p. 401-419
|
Subject: | Prognoseverfahren | Forecasting model | Strukturwandel | Structural change | Prognose | Forecast | Strukturbruch | Structural break | Wirtschaftsprognose | Economic forecast | Zeitreihenanalyse | Time series analysis |
-
Forecasting in the presence of in-sample and out-of-sample breaks
Xu, Jiawen, (2023)
-
Testing for changes in forecasting performance
Perron, Pierre, (2021)
-
Forecasting in the presence of structural breaks and model uncertainty
Rapach, David E., (2008)
- More ...
-
Adaptive forecasting in the presence of recent and ongoing structural change
Giraitis, Liudas, (2012)
-
Adaptive Forcasting in the Presence of Recent and Ongoing Structural Change
Giraitis, Liudas, (2012)
-
Adaptive Forecasting in the Presence of Recent and Ongoing Structural Change
Giraitis, Liudas, (2012)
- More ...