Shrinkage estimation and forecasting in dynamic regression models under structural instability
Ali Mehrabani, Shahnaz Parsaeian and Aman Ullah
| Year of publication: |
2024
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|---|---|
| Authors: | Mehrabani, Ali ; Parsaeian, Shahnaz ; Ullah, Aman |
| Published in: |
Journal of econometric methods. - Berlin : de Gruyter, ISSN 2156-6674, ZDB-ID 2684112-5. - Vol. 13.2024, 2, p. 251-279
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| Subject: | ARX-model | asymptotic approximation | forecasting | non-stationary regressors | structural breaks | unit root | Strukturbruch | Structural break | Schätztheorie | Estimation theory | Prognoseverfahren | Forecasting model | Regressionsanalyse | Regression analysis | Einheitswurzeltest | Unit root test | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1515/jem-2023-0036 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015117659