Predictive model averaging with parameter instability and heteroskedasticity
Anwen Yin
| Year of publication: |
2024
|
|---|---|
| Authors: | Yin, Anwen |
| Subject: | conditional heteroskedasticity | cross-validation | forecast combination | model averaging | structural break | Prognoseverfahren | Forecasting model | Strukturbruch | Structural break | Heteroskedastizität | Heteroscedasticity | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Bayes-Statistik | Bayesian inference | ARCH-Modell | ARCH model |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/boer.12429 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014543814