Forecasting with breaks

Forecasting with breaks

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A structural break is viewed as a permanent change in the parameter vector of a model. Using taxonomies of all sources of forecast errors for both conditional mean and conditional variance processes, we consider the impacts of breaks and their relevance in forecasting models: (a) where the breaks oc...

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Xehetasun bibliografikoak
Egile Nagusiak:	Clements, M, Hendry, D
Beste egile batzuk:	Elliot, G
Formatua:	Book section
Hizkuntza:	English
Argitaratua:	Elsevier 2006
Gaiak:	Economics

Antzeko izenburuak

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nork: Clements, M, et al.
Argitaratua: (2006)

Forecasting in the presence of structural breaks and policy regime shifts
nork: Hendry, D, et al.
Argitaratua: (2005)

Economic Forecasting in the Face of Structural Breaks.
nork: Hendry, D, et al.
Argitaratua: (2000)

Pooling of forecasts
nork: Clements, M, et al.
Argitaratua: (2004)

An overview of forecasting facing breaks
nork: Castle, J, et al.
Argitaratua: (2016)

An overview of forecasting facing breaks
nork: Castle, J, et al.
Argitaratua: (2016)

Evaluating a model by forecast performance
nork: Clements, M, et al.
Argitaratua: (2005)

Forecasting breaks and forecasting during breaks.
nork: Castle, J, et al.
Argitaratua: (2011)

Forecasting breaks and forecasting during breaks
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Argitaratua: (2011)

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Robustifying forecasts from equilibrium-correction models
nork: Hendry, D
Argitaratua: (2005)

Revisiting UK consumers' expenditure: Cointegration, breaks and robust forecasts.
nork: Hendry, D
Argitaratua: (2011)

Forecasting in the Presence of Structural Breaks and Policy Regime Shifts.
nork: Hendry, D, et al.
Argitaratua: (2002)

Forecasting in the Presence of Structural Breaks and Policy Regime Shifts.
nork: Hendry, D, et al.
Argitaratua: (2005)

Forecasting in the Presence of Structural Breaks and Policy Regime Shifts.
nork: Hendry, D, et al.
Argitaratua: (2002)

Pooling of Forecasts.
nork: Hendry, D, et al.
Argitaratua: (2002)

Pooling of Forecasts.
nork: Hendry, D, et al.
Argitaratua: (2004)

Understanding economic forecasts /
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nork: Castle, J, et al.
Argitaratua: (2007)

Forecasting UK inflation: the roles of structural breaks and time disaggregation
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Forecasting with Equilibrium-correction Models during Structural Breaks.
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Forecasting with Equilibrium-correction Models during Structural Breaks.
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Forecasting with equilibrium-correction models during structural breaks
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Forecasting in Cointegrated Systems.
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Forecasting in Cointegrated Systems.
nork: Clements, M, et al.
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Multi-Step Estimation for Forecasting.
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Modelling Methodology and Forecast Failure.
nork: Clements, M, et al.
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An Historical Perspective on Forecast Errors.
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nork: Clements, M, et al.
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