Forecasting with breaks

Forecasting with breaks

अन्य संस्करण दिखाएं (1)

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...

पूर्ण विवरण

ग्रंथसूची विवरण
मुख्य लेखकों:	Clements, M, Hendry, D
अन्य लेखक:	Elliot, G
स्वरूप:	Book section
भाषा:	English
प्रकाशित:	Elsevier 2006
विषय:	Economics

समान संसाधन

Forecasting with breaks.
द्वारा: Clements, M, और अन्य
प्रकाशित: (2006)

Forecasting in the presence of structural breaks and policy regime shifts
द्वारा: Hendry, D, और अन्य
प्रकाशित: (2005)

Economic Forecasting in the Face of Structural Breaks.
द्वारा: Hendry, D, और अन्य
प्रकाशित: (2000)

Pooling of forecasts
द्वारा: Clements, M, और अन्य
प्रकाशित: (2004)

An overview of forecasting facing breaks
द्वारा: Castle, J, और अन्य
प्रकाशित: (2016)

An overview of forecasting facing breaks
द्वारा: Castle, J, और अन्य
प्रकाशित: (2016)

Evaluating a model by forecast performance
द्वारा: Clements, M, और अन्य
प्रकाशित: (2005)

Forecasting breaks and forecasting during breaks.
द्वारा: Castle, J, और अन्य
प्रकाशित: (2011)

Forecasting breaks and forecasting during breaks
द्वारा: Castle, J, और अन्य
प्रकाशित: (2011)

A companion to economic forecasting /
द्वारा: Clements, Michael P., और अन्य
प्रकाशित: (2004)

Forecasting economic time series /
द्वारा: 350956 Clements, Michael, और अन्य
प्रकाशित: (1998)

Co-breaking: recent advances and a synopsis of the literature
द्वारा: Hendry, D, और अन्य
प्रकाशित: (2007)

Robustifying forecasts from equilibrium-correction models
द्वारा: Hendry, D
प्रकाशित: (2005)

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

Forecasting in the Presence of Structural Breaks and Policy Regime Shifts.
द्वारा: Hendry, D, और अन्य
प्रकाशित: (2002)

Forecasting in the Presence of Structural Breaks and Policy Regime Shifts.
द्वारा: Hendry, D, और अन्य
प्रकाशित: (2005)

Forecasting in the Presence of Structural Breaks and Policy Regime Shifts.
द्वारा: Hendry, D, और अन्य
प्रकाशित: (2002)

Pooling of Forecasts.
द्वारा: Hendry, D, और अन्य
प्रकाशित: (2002)

Pooling of Forecasts.
द्वारा: Hendry, D, और अन्य
प्रकाशित: (2004)

Understanding economic forecasts /
द्वारा: Hendry, David F., और अन्य
प्रकाशित: (2001)

Forecasting UK Inflation: the Roles of Structural Breaks and Time Disaggregation
द्वारा: Castle, J, और अन्य
प्रकाशित: (2007)

Forecasting UK inflation: the roles of structural breaks and time disaggregation
द्वारा: Castle, J, और अन्य
प्रकाशित: (2007)

Forecasting UK inflation: the roles of structural breaks and time disaggregation
द्वारा: Castle, J, और अन्य
प्रकाशित: (2007)

Forecasting with Equilibrium-correction Models during Structural Breaks.
द्वारा: Castle, J, और अन्य
प्रकाशित: (2010)

Forecasting with Equilibrium-correction Models during Structural Breaks.
द्वारा: Castle, J, और अन्य
प्रकाशित: (2008)

Forecasting with equilibrium-correction models during structural breaks
द्वारा: Castle, J, और अन्य
प्रकाशित: (2008)

Forecasting with equilibrium-correction models during structural breaks
द्वारा: Castle, J, और अन्य
प्रकाशित: (2010)

Forecasting in Cointegration Systems.
द्वारा: Clements, M, और अन्य
प्रकाशित: (1995)

Forecasting Economic Processes.
द्वारा: Clements, M, और अन्य
प्रकाशित: (1998)

Forecasting in Cointegrated Systems.
द्वारा: Clements, M, और अन्य
प्रकाशित: (1992)

Forecasting in Cointegrated Systems.
द्वारा: Clements, M, और अन्य
प्रकाशित: (1999)

Multi-Step Estimation for Forecasting.
द्वारा: Clements, M, और अन्य
प्रकाशित: (1996)

Modelling Methodology and Forecast Failure.
द्वारा: Clements, M, और अन्य
प्रकाशित: (2002)

An Historical Perspective on Forecast Errors.
द्वारा: Clements, M, और अन्य
प्रकाशित: (2001)

Forecasting economic time series
द्वारा: Clements, M, और अन्य
प्रकाशित: (1998)

Multi-step estimation for forecasting
द्वारा: Clements, M, और अन्य
प्रकाशित: (1996)

Macro-economic Forecasting and Modelling.
द्वारा: Clements, M, और अन्य
प्रकाशित: (1995)

On Winning Forecasting Competitions in Economics.
द्वारा: Clements, M, और अन्य
प्रकाशित: (1999)

Multi-step Estimation for Forecasting.
द्वारा: Clements, M, और अन्य
प्रकाशित: (1996)

Forecasting Economic Processes--A Reply.
द्वारा: Clements, M, और अन्य
प्रकाशित: (1998)