Forecasting in the presence of structural breaks and policy regime shifts

Forecasting in the presence of structural breaks and policy regime shifts

Mostrar outras versões (3)

Detalhes bibliográficos
Principais autores:	Hendry, D, Mizon, G
Outros Autores:	Andrews, D
Formato:	Book section
Idioma:	English
Publicado em:	Cambridge University Press 2005
Assuntos:	Econometrics Economics

Registros relacionados

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

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

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

Pooling of forecasts
por: Clements, M, et al.
Publicado em: (2004)

Forecasting economic time series /
por: 350956 Clements, Michael, et al.
Publicado em: (1998)

Detecting shocks: outliers and breaks in time series
por: Atkinson, A, et al.
Publicado em: (1997)

Improving the teaching of econometrics
por: Hendry, D, et al.
Publicado em: (2016)

The econometrics of economic policy /
por: Banerjee, Anindya, et al.
Publicado em: (1997)

Bridging the gap: linking economics and econometrics
por: Hendry, D
Publicado em: (2005)

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

Exogeneity and causality in non-stationary economic processes
por: Hendry, D
Publicado em: (2004)

A dialogue concerning a new instrument for econometric modeling
por: Granger, C, et al.
Publicado em: (2005)

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

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

Parallel computation in econometrics: a simplified approach
por: Doornik, J, et al.
Publicado em: (2006)

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

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

Econometric models and economic forecasts /
por: 395715 Pindyck, Robert S., et al.
Publicado em: (1998)

Econometric models and economic forecasts /
por: 395715 Pindyck, Robert S., et al.
Publicado em: (1991)

Essays on forecast evaluation and financial econometrics
por: Lund-Jensen, K
Publicado em: (2013)

Likelihood-based estimation of latent generalised ARCH structures
por: Fiorentini, G, et al.
Publicado em: (2004)

Forecasting with breaks
por: Clements, M, et al.
Publicado em: (2006)

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

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

Handbook of computrational econometrics /
por: 315105 Belsley, David A., et al.
Publicado em: (2009)

Constructing Historical Euro-Zone Data.
por: Beyer, A, et al.
Publicado em: (2001)

NEW TRENDS IN ECONOMIC FORECASTING
por: NICOLAE MARIUS JULA, et al.
Publicado em: (2013-05-01)

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

Policy with dispersed information
por: Angeletos, Marios, et al.
Publicado em: (2011)

Policy with dispersed information
por: Angeletos, Marios, et al.
Publicado em: (2011)

Improving the teaching of econometrics
por: David F. Hendry, et al.
Publicado em: (2016-12-01)

Econometric modeling and inference /
por: 285891 Florens, J. P., et al.
Publicado em: (2007)

Essays in econometrics and forecasting
por: Fawcett, N
Publicado em: (2008)

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

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

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

General-to-specific approaches for evaluating multi-step system forecasts
por: Martinez, A
Publicado em: (2019)

Econometric Forecasting Models for Short Term Natural Rubber Prices
por: Khin, Aye Aye
Publicado em: (2010)

Econometric modeling : a likelihood approach /
por: 380476 Hendry, David F., et al.
Publicado em: (2007)

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