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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Manylion Llyfryddiaeth
Prif Awduron:	Clements, M, Hendry, D
Awduron Eraill:	Elliot, G
Fformat:	Book section
Iaith:	English
Cyhoeddwyd:	Elsevier 2006
Pynciau:	Economics

Eitemau Tebyg

Forecasting with breaks.
gan: Clements, M, et al.
Cyhoeddwyd: (2006)

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

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

Pooling of forecasts
gan: Clements, M, et al.
Cyhoeddwyd: (2004)

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

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

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

Forecasting breaks and forecasting during breaks.
gan: Castle, J, et al.
Cyhoeddwyd: (2011)

Forecasting breaks and forecasting during breaks
gan: Castle, J, et al.
Cyhoeddwyd: (2011)

A companion to economic forecasting /
gan: Clements, Michael P., et al.
Cyhoeddwyd: (2004)

Forecasting economic time series /
gan: 350956 Clements, Michael, et al.
Cyhoeddwyd: (1998)

Co-breaking: recent advances and a synopsis of the literature
gan: Hendry, D, et al.
Cyhoeddwyd: (2007)

Robustifying forecasts from equilibrium-correction models
gan: Hendry, D
Cyhoeddwyd: (2005)

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

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

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

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

Pooling of Forecasts.
gan: Hendry, D, et al.
Cyhoeddwyd: (2002)

Pooling of Forecasts.
gan: Hendry, D, et al.
Cyhoeddwyd: (2004)

Understanding economic forecasts /
gan: Hendry, David F., et al.
Cyhoeddwyd: (2001)

Forecasting UK Inflation: the Roles of Structural Breaks and Time Disaggregation
gan: Castle, J, et al.
Cyhoeddwyd: (2007)

Forecasting UK inflation: the roles of structural breaks and time disaggregation
gan: Castle, J, et al.
Cyhoeddwyd: (2007)

Forecasting UK inflation: the roles of structural breaks and time disaggregation
gan: Castle, J, et al.
Cyhoeddwyd: (2007)

Forecasting with Equilibrium-correction Models during Structural Breaks.
gan: Castle, J, et al.
Cyhoeddwyd: (2010)

Forecasting with Equilibrium-correction Models during Structural Breaks.
gan: Castle, J, et al.
Cyhoeddwyd: (2008)

Forecasting with equilibrium-correction models during structural breaks
gan: Castle, J, et al.
Cyhoeddwyd: (2008)

Forecasting with equilibrium-correction models during structural breaks
gan: Castle, J, et al.
Cyhoeddwyd: (2010)

Forecasting in Cointegration Systems.
gan: Clements, M, et al.
Cyhoeddwyd: (1995)

Forecasting Economic Processes.
gan: Clements, M, et al.
Cyhoeddwyd: (1998)

Forecasting in Cointegrated Systems.
gan: Clements, M, et al.
Cyhoeddwyd: (1992)

Forecasting in Cointegrated Systems.
gan: Clements, M, et al.
Cyhoeddwyd: (1999)

Multi-Step Estimation for Forecasting.
gan: Clements, M, et al.
Cyhoeddwyd: (1996)

Modelling Methodology and Forecast Failure.
gan: Clements, M, et al.
Cyhoeddwyd: (2002)

An Historical Perspective on Forecast Errors.
gan: Clements, M, et al.
Cyhoeddwyd: (2001)

Forecasting economic time series
gan: Clements, M, et al.
Cyhoeddwyd: (1998)

Multi-step estimation for forecasting
gan: Clements, M, et al.
Cyhoeddwyd: (1996)

Macro-economic Forecasting and Modelling.
gan: Clements, M, et al.
Cyhoeddwyd: (1995)

On Winning Forecasting Competitions in Economics.
gan: Clements, M, et al.
Cyhoeddwyd: (1999)

Multi-step Estimation for Forecasting.
gan: Clements, M, et al.
Cyhoeddwyd: (1996)

Forecasting Economic Processes--A Reply.
gan: Clements, M, et al.
Cyhoeddwyd: (1998)