Pages that link to "Item:Q265113"

The following pages link to Small sample properties of forecasts from autoregressive models under structural breaks (Q265113):

Displaying 16 items.

• Modelling structural breaks, long memory and stock market volatility: an overview (Q265098) (← links)
• Selection of estimation window in the presence of breaks (Q278494) (← links)
• Variable selection, estimation and inference for multi-period forecasting problems (Q738005) (← links)
• Selection of an estimation window in the presence of data revisions and recent structural breaks (Q1669833) (← links)
• Finite time identification in unstable linear systems (Q1716481) (← links)
• Persistence change tests and shifting stable autoregressions (Q1929075) (← links)
• Input perturbations for adaptive control and learning (Q2184498) (← links)
• Does modeling a structural break improve forecast accuracy? (Q2295799) (← links)
• Optimal forecasts in the presence of structural breaks (Q2453077) (← links)
• Forecasting a long memory process subject to structural breaks (Q2453079) (← links)
• Consistent factor estimation in dynamic factor models with structural instability (Q2453088) (← links)
• Forecasting by factors, by variables, by both or neither? (Q2453089) (← links)
• Bootstrap rolling-window Granger causality dynamics between momentum and sentiment: implications for investors (Q2672925) (← links)
• (Q2971501) (← links)
• Forecast accuracy and effort: The case of US inflation rates (Q3096857) (← links)
• Multi‐step forecasting in the presence of breaks (Q4687663) (← links)