Forecasting in the presence of structural breaks and policy regime shifts

Forecasting in the presence of structural breaks and policy regime shifts

Veure altres versions (3)

Dades bibliogràfiques
Autors principals:	Hendry, D, Mizon, G
Altres autors:	Andrews, D
Format:	Book section
Idioma:	English
Publicat:	Cambridge University Press 2005
Matèries:	Econometrics Economics

Ítems similars

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

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

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

Pooling of forecasts
per: Clements, M, et al.
Publicat: (2004)

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

Detecting shocks: outliers and breaks in time series
per: Atkinson, A, et al.
Publicat: (1997)

Improving the teaching of econometrics
per: Hendry, D, et al.
Publicat: (2016)

The econometrics of economic policy /
per: Banerjee, Anindya, et al.
Publicat: (1997)

Bridging the gap: linking economics and econometrics
per: Hendry, D
Publicat: (2005)

A comment on 'Specification searches in spatial econometrics: the relevance of Hendry's methodology'
per: Hendry, D
Publicat: (2006)

Exogeneity and causality in non-stationary economic processes
per: Hendry, D
Publicat: (2004)

A dialogue concerning a new instrument for econometric modeling
per: Granger, C, et al.
Publicat: (2005)

Sub-sample model selection procedures in general-to-specific modelling
per: Hendry, D, et al.
Publicat: (2004)

An introduction to econometric forecasting and forecasting models /
per: 170754 Klein, Lawrence R, et al.
Publicat: (1980)

Parallel computation in econometrics: a simplified approach
per: Doornik, J, et al.
Publicat: (2006)

Computationally-intensive econometrics using a distributed matrix-programming language
per: Doornik, J, et al.
Publicat: (2002)

Short-Term Electricity Price Forecasting with Recurrent Regimes and Structural Breaks
per: Rodrigo A. de Marcos, et al.
Publicat: (2020-10-01)

Econometric models and economic forecasts /
per: 395715 Pindyck, Robert S., et al.
Publicat: (1998)

Econometric models and economic forecasts /
per: 395715 Pindyck, Robert S., et al.
Publicat: (1991)

Essays on forecast evaluation and financial econometrics
per: Lund-Jensen, K
Publicat: (2013)

Likelihood-based estimation of latent generalised ARCH structures
per: Fiorentini, G, et al.
Publicat: (2004)

Forecasting with breaks
per: Clements, M, et al.
Publicat: (2006)

A framework for forecasting the components of the Consumer Price Index
per: Aron, J, et al.
Publicat: (2004)

Forecasting with econometric methods : folklore versus fact /
per: 315258 Armstrong, J. Scott

Handbook of computrational econometrics /
per: 315105 Belsley, David A., et al.
Publicat: (2009)

Constructing Historical Euro-Zone Data.
per: Beyer, A, et al.
Publicat: (2001)

NEW TRENDS IN ECONOMIC FORECASTING
per: NICOLAE MARIUS JULA, et al.
Publicat: (2013-05-01)

Multi-sector inflation forecasting – quarterly models for South Africa.
per: Aron, J, et al.
Publicat: (2008)

Policy with dispersed information
per: Angeletos, Marios, et al.
Publicat: (2011)

Policy with dispersed information
per: Angeletos, Marios, et al.
Publicat: (2011)

Improving the teaching of econometrics
per: David F. Hendry, et al.
Publicat: (2016-12-01)

Econometric modeling and inference /
per: 285891 Florens, J. P., et al.
Publicat: (2007)

Essays in econometrics and forecasting
per: Fawcett, N
Publicat: (2008)

The role of transition regime models for corn prices forecasting
per: Vinícius Phillipe de Albuquerquemello, et al.
Publicat: (2021-08-01)

Forecasting Facing Economic Shifts, Climate Change and Evolving Pandemics
per: Jennifer L. Castle, et al.
Publicat: (2021-12-01)

Macroeconomic modelling and policy implications : in honour of Pertti Kukkonen /
per: Honkapohja, Seppo, 1951-, et al.
Publicat: (1993)

General-to-specific approaches for evaluating multi-step system forecasts
per: Martinez, A
Publicat: (2019)

Econometric Forecasting Models for Short Term Natural Rubber Prices
per: Khin, Aye Aye
Publicat: (2010)

Econometric modeling : a likelihood approach /
per: 380476 Hendry, David F., et al.
Publicat: (2007)

Computational econometrics : its impact on the development of quantitative economics /
per: Renfro, Charles G.
Publicat: (2004)