Forecasting in the presence of large shocks
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Publication:671541
DOI10.1016/0165-1889(96)00911-6zbMATH Open0875.90219OpenAlexW2057036492MaRDI QIDQ671541FDOQ671541
Publication date: 27 February 1997
Published in: Journal of Economic Dynamics and Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0165-1889(96)00911-6
Cites Work
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- Structural change and unit root econometrics
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- Two Robust Alternatives to Least-Squares Regression
- Robust Estimation of Straight Line Regression Coefficients by Minimizing pth Power Deviations
- A Model for Quadratic Outliers in Linear Regression
Cited In (5)
- Partially adaptive estimation of autoregressive processes via a normal mixture
- Forecasting power-transformed time series data
- ON THE CAUSALITY TEST IN TIME SERIES MODELS WITH HEAVY-TAILED DISTRIBUTION
- Partially adaptive estimation of nonlinear models via a normal mixture
- Forecasting volatility in GARCH models with additive outliers
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