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  • Search: subject:"hierarchical hidden Markov Chain model"
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Year of publication
Subject
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Bayesian model averaging 5 forecasting 5 structural breaks 5 hierarchical hidden Markov chain model 4 Prognoseverfahren 3 Strukturbruch 3 Theorie 3 Zeitreihenanalyse 3 Forecasting model 1 Structural break 1 Theory 1 Time series analysis 1 hierarchical hidden Markov Chain model 1
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Online availability
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Free 5
Type of publication
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Book / Working Paper 5
Type of publication (narrower categories)
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Working Paper 3 Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1
Language
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English 5
Author
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Pettenuzzo, Davide 4 Timmermann, Allan 4 Pesaran, M. Hashem 2 Pesaran, Mohammad Hashem 2 Pesaran, M.H. 1 Pettenuzzo, D. 1 Timmermann, A. 1
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Institution
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CESifo 1 Faculty of Economics, University of Cambridge 1
Published in...
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CESifo Working Paper 1 CESifo Working Paper Series 1 CESifo working papers 1 Cambridge Working Papers in Economics 1 IZA Discussion Papers 1
Source
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EconStor 2 RePEc 2 ECONIS (ZBW) 1
Showing 1 - 5 of 5
Cover Image
Forecasting time series subject to multiple structural breaks
Timmermann, Allan; Pettenuzzo, Davide; Pesaran, … - 2004
account of the size and duration of past breaks (if any) by means of a hierarchical hidden Markov chain model. Predictions are …
Persistent link: https://www.econbiz.de/10010276165
Saved in:
Cover Image
Forecasting Time Series Subject to Multiple Structural Breaks
Timmermann, Allan; Pettenuzzo, Davide; Pesaran, … - 2004
account of the size and duration of past breaks (if any) by means of a hierarchical hidden Markov chain model. Predictions are …
Persistent link: https://www.econbiz.de/10010276180
Saved in:
Cover Image
Forecasting Time Series Subject to Multiple Structural Breaks
Pesaran, M. Hashem; Pettenuzzo, Davide; Timmermann, Allan - CESifo - 2004
account of the size and duration of past breaks (if any) by means of a hierarchical hidden Markov chain model. Predictions are …
Persistent link: https://www.econbiz.de/10005766178
Saved in:
Cover Image
‘Forecasting Time Series Subject to Multiple Structural Breaks’
Pesaran, M.H.; Pettenuzzo, D.; Timmermann, A. - Faculty of Economics, University of Cambridge - 2004
account of the size and duration of past breaks (if any) by means of a hierarchical hidden Markov chain model. Predictions are …
Persistent link: https://www.econbiz.de/10005113834
Saved in:
Cover Image
Forecasting time series subject to multiple structural breaks
Pettenuzzo, Davide; Pesaran, M. Hashem; Timmermann, Allan - 2004
account of the size and duration of past breaks (if any) by means of a hierarchical hidden Markov chain model. Predictions are …
Persistent link: https://www.econbiz.de/10011450047
Saved in:
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