Forecasting Economic Processes.
When the assumption of constant parameters fails, the in-sample fit of a model may be a poor guide to ex-ante forecast performance. We expound a number of models, methods, and procedures that illustrate the impacts of structural breaks on forecast accuracy, and evaluate ways of improving forecast pe...
| Main Authors: | , |
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| Format: | Journal article |
| Language: | English |
| Published: |
Elsevier
1998
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