Forecasting In The Presence Of Structural Breaks And Model Uncertainty
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Forecasting in the Presence of Structural Breaks and Model Uncertainty
Author: David E. Rapach
language: en
Publisher: Emerald Group Publishing
Release Date: 2008-02-29
Forecasting in the presence of structural breaks and model uncertainty are active areas of research with implications for practical problems in forecasting. This book addresses forecasting variables from both Macroeconomics and Finance, and considers various methods of dealing with model instability and model uncertainty when forming forecasts.
Forecasting in the Presence of Structural Breaks and Model Uncertainty
Author: David E. Rapach
language: en
Publisher: Emerald Group Publishing
Release Date: 2008-02-29
Forecasting in the presence of structural breaks and model uncertainty are active areas of research with implications for practical problems in forecasting. This book addresses forecasting variables from both Macroeconomics and Finance, and considers various methods of dealing with model instability and model uncertainty when forming forecasts.
The Oxford Handbook of Economic Forecasting
Greater data availability has been coupled with developments in statistical theory and economic theory to allow more elaborate and complicated models to be entertained. These include factor models, DSGE models, restricted vector autoregressions, and non-linear models.