Markov breaks in regression models

DOI10.1515/1941-1928.1111MaRDI QIDQ4928551zbMATH OpenOpenAlexFDO

Authors Aaron Smith

Publication date 14 June 2013

Published in Journal of Time Series Econometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1515/1941-1928.1111

Mathematics Subject Classification ID

Linear inference, regression (62J99) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84)

Recommendations

• Inference and prediction in a multiple-structural-break model
• Estimation and Forecasting in Models with Multiple Breaks
• Forecasting Time Series Subject to Multiple Structural Breaks
• Optimal forecasts in the presence of structural breaks
• Selection of estimation window in the presence of breaks

Cited in

(3)

• Detecting and Predicting Forecast Breakdowns
• Estimation and Forecasting in Models with Multiple Breaks
• Inference and prediction in a multiple-structural-break model

This page was built for publication: Markov breaks in regression models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4928551)