Multi‐step forecasting in the presence of breaks

DOI10.1002/for.2480zbMath1397.62341OpenAlexW3023015677MaRDI QIDQ4687663

Jari Hännikäinen

Publication date: 12 October 2018

Published in: Journal of Forecasting (Search for Journal in Brave)

Full work available at URL: https://trepo.tuni.fi/handle/10024/95271

zbMATH Keywords

structural breaksdensity forecastingmacroeconomic forecastingintercept correctioniterated autoregressive method

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cites Work

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• Forecasting Economic Time Series
• Tests of Conditional Predictive Ability