Pages that link to "Item:Q3421396"
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The following pages link to Forecasting Time Series Subject to Multiple Structural Breaks (Q3421396):
Displaying 41 items.
- Greedy algorithms for prediction (Q265302) (← links)
- Dirichlet process hidden Markov multiple change-point model (Q273591) (← links)
- Selection of estimation window in the presence of breaks (Q278494) (← links)
- Testing for structural change in regression quantiles (Q295711) (← links)
- Delay times of sequential procedures for multiple time series regression models (Q302113) (← links)
- Adaptive dynamic Nelson-Siegel term structure model with applications (Q469578) (← links)
- Forecasting with equilibrium-correction models during structural breaks (Q736553) (← links)
- Inference and prediction in a multiple-structural-break model (Q737962) (← links)
- Editorial. Annals issue on forecasting -- guest editors' introduction (Q737985) (← links)
- Predictability of stock returns and asset allocation under structural breaks (Q737993) (← links)
- Methods for measuring expectations and uncertainty in Markov-switching models (Q894639) (← links)
- Modeling structural breaks in economic relationships using large shocks (Q975916) (← links)
- The macroeconomic and fiscal implications of inflation forecast errors (Q1657640) (← links)
- Bayesian inference and prediction of a multiple-change-point panel model with nonparametric priors (Q1740349) (← links)
- On marginal likelihood computation in change-point models (Q1927122) (← links)
- Bayesian inference of multiple structural change models with asymmetric GARCH errors (Q2062347) (← links)
- Testing for parameter instability and structural change in persistent predictive regressions (Q2106367) (← links)
- Relevant parameter changes in structural break models (Q2190210) (← 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)
- Semiparametric multivariate and multiple change-point modeling (Q2316981) (← links)
- Variable selection in panel models with breaks (Q2323384) (← 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)
- Infinite Markov pooling of predictive distributions (Q2673184) (← links)
- Structural changes in inflation dynamics: multiple breaks at different dates for different parameters (Q2691664) (← links)
- Bayesian estimation of a Markov-switching threshold asymmetric GARCH model with Student-<i>t</i> innovations (Q3566441) (← links)
- A Markov-switching generalized additive model for compound Poisson processes, with applications to operational loss models (Q4619511) (← links)
- Stock return predictability: A factor-augmented predictive regression system with shrinkage method (Q5034238) (← links)
- A Bayesian multiple structural change regression model with autocorrelated errors (Q5138116) (← links)
- Learning, Structural Instability, and Present Value Calculations (Q5292350) (← links)
- Sparse Change-point HAR Models for Realized Variance (Q5860933) (← links)
- Forecasting with non-homogeneous hidden Markov models (Q5917857) (← links)
- Forecasting with non-homogeneous hidden Markov models (Q5970616) (← links)
- Statistical analysis of the non-stationary binomial AR(1) model with change point (Q6039483) (← links)
- Forecasting Macroeconomic Variables Under Model Instability (Q6616606) (← links)
- Learning and Index Option Returns (Q6626309) (← links)
- Variable selection in high dimensional linear regressions with parameter instability (Q6664675) (← links)
