Greater data availability has been coupled with developments in statistical theory and economic theory to allow more …

of forecast errors for both conditional mean and conditional variance processes, we consider the impacts of breaks and …-linearity. The main focus is on macro-economic, rather than finance, data, and on forecast biases, rather than higher moments …

? -- Chapter 4: Making Trends and Breaks Work for us -- Chapter 5: Indicator Saturation Methods -- Chapter 6: Combining Theory and …