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An artificial intelligence approach to forecasting when there are structural breaks : a reinforcement learning-based framework for fast switching
Marcondes Pinto, Jeronymo; Marçal, Emerson Fernandes - In: Empirical economics : a quarterly journal of the … 65 (2023) 4, pp. 1729-1759
Persistent link: https://www.econbiz.de/10014388850
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A model selection approach to jointly testing for structural breaks and cointegration with application to the Eurocurrency interest rates market
Qian, Yan; Wang, Zijun - In: Empirical economics : a quarterly journal of the … 61 (2021) 2, pp. 799-825
Persistent link: https://www.econbiz.de/10012616897
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Observed-data DIC for spatial panel data models
Yang, Ye; Doğan, Osman; Taṣpınar, Süleyman - In: Empirical economics : a quarterly journal of the … 64 (2023) 3, pp. 1281-1314
Persistent link: https://www.econbiz.de/10014226354