Pages that link to "Item:Q3421396"
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The following pages link to Forecasting Time Series Subject to Multiple Structural Breaks (Q3421396):
Displayed 14 items.
- Adaptive dynamic Nelson-Siegel term structure model with applications (Q469578) (← links)
- Modeling structural breaks in economic relationships using large shocks (Q975916) (← links)
- On marginal likelihood computation in change-point models (Q1927122) (← links)
- On the evolution of the monetary policy transmission mechanism (Q2271686) (← links)
- Detection of structural breaks in a time-varying heteroskedastic regression model (Q2276169) (← links)
- Unpredictability in economic analysis, econometric modeling and forecasting (Q2451813) (← links)
- Optimal forecasts in the presence of structural breaks (Q2453077) (← links)
- Consistent factor estimation in dynamic factor models with structural instability (Q2453088) (← links)
- Forecasting by factors, by variables, by both or neither? (Q2453089) (← links)
- Inference on stochastic time-varying coefficient models (Q2512638) (← links)
- Bayesian estimation of a Markov-switching threshold asymmetric GARCH model with Student-<i>t</i> innovations (Q3566441) (← links)
- Learning, Structural Instability, and Present Value Calculations (Q5292350) (← links)
- Forecasting with non-homogeneous hidden Markov models (Q5917857) (← links)
- Forecasting with non-homogeneous hidden Markov models (Q5970616) (← links)