Structural-break models under mis-specification : implications for forecasting
Bonsoo Koo, Myung Hwan Seo
| Year of publication: |
September 2015
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|---|---|
| Authors: | Koo, Bonsoo ; Seo, Myung Hwan |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 188.2015, 1, p. 166-181
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| Subject: | Structural break | Forecasting | Mis-specification | Cube-root asymptotics | Strukturbruch | Prognoseverfahren | Forecasting model | Theorie | Theory | Stochastischer Prozess | Stochastic process | Modellierung | Scientific modelling |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2015.03.046 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011500287