Forecasting non-stationary economic time series
Addresses the problems confronting forecasting in economies subject to structural breaks. Discusses economic forecasting and provides a taxonomy of the sources of forecast failure. Explores the role of unmodeled shifts in parameters as a source of misprediction and considers other potential sources...
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| Formato: | Libro |
| Idioma: | English |
| Publicado: |
MIT Press
1999
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