Selecting a model for forecasting
We investigate forecasting in models that condition on variables for which future values are unknown. We consider the role of the significance level because it guides the binary decisions whether to include or exclude variables. The analysis is extended by allowing for a structural break, either in...
| Main Authors: | , , |
|---|---|
| 格式: | Journal article |
| 语言: | English |
| 出版: |
MDPI
2021
|