Outlines And Highlights For Forecasting In The Presence Of Structural Breaks And Model Uncertainty
Download Outlines And Highlights For Forecasting In The Presence Of Structural Breaks And Model Uncertainty full books in PDF, epub, and Kindle. Read online free Outlines And Highlights For Forecasting In The Presence Of Structural Breaks And Model Uncertainty ebook anywhere anytime directly on your device. Fast Download speed and no annoying ads. We cannot guarantee that every ebooks is available!
| Author | : Cram101 Textbook Reviews |
| Publisher | : Academic Internet Pub Incorporated |
| Total Pages | : 60 |
| Release | : 2011-05-01 |
| Genre | : Education |
| ISBN | : 9781614901884 |
Never HIGHLIGHT a Book Again! Virtually all of the testable terms, concepts, persons, places, and events from the textbook are included. Cram101 Just the FACTS101 studyguides give all of the outlines, highlights, notes, and quizzes for your textbook with optional online comprehensive practice tests. Only Cram101 is Textbook Specific. Accompanys: 9780444529428 .
| Author | : David E. Rapach |
| Publisher | : Emerald Group Publishing |
| Total Pages | : 691 |
| Release | : 2008-02-29 |
| Genre | : Business & Economics |
| ISBN | : 1849505403 |
Forecasting in the presence of structural breaks and model uncertainty are active areas of research with implications for practical problems in forecasting. This book addresses forecasting variables from both Macroeconomics and Finance, and considers various methods of dealing with model instability and model uncertainty when forming forecasts.
| Author | : David E. Rapach |
| Publisher | : Emerald Group Publishing |
| Total Pages | : 691 |
| Release | : 2008-02-29 |
| Genre | : Business & Economics |
| ISBN | : 044452942X |
Forecasting in the presence of structural breaks and model uncertainty are active areas of research with implications for practical problems in forecasting. This book addresses forecasting variables from both Macroeconomics and Finance, and considers various methods of dealing with model instability and model uncertainty when forming forecasts.
| Author | : Joeata Kacou |
| Publisher | : |
| Total Pages | : 140 |
| Release | : 2009 |
| Genre | : |
| ISBN | : |
| Author | : David F. Hendry |
| Publisher | : |
| Total Pages | : 0 |
| Release | : 2002 |
| Genre | : |
| ISBN | : |
| Author | : Kamiar Mohaddes |
| Publisher | : |
| Total Pages | : 50 |
| Release | : 2011 |
| Genre | : |
| ISBN | : |
| Author | : Todd E. Clark |
| Publisher | : |
| Total Pages | : 55 |
| Release | : 2002 |
| Genre | : Econometric models |
| ISBN | : |
| Author | : Mwasi Paza Mboya |
| Publisher | : |
| Total Pages | : 0 |
| Release | : 2022 |
| Genre | : |
| ISBN | : |
We develop methods to obtain optimal forecast under long memory in the presence of a discrete structural break based on different weighting schemes for the observations. We observe significant changes in the forecasts when long-range dependence is taken into account. Using Monte Carlo simulations, we confirm that our methods substantially improve the forecasting performance under long memory. We further present an empirical application to in inflation rates that emphasizes the importance of our methods.
| Author | : |
| Publisher | : |
| Total Pages | : |
| Release | : 2006 |
| Genre | : |
| ISBN | : |
| Author | : |
| Publisher | : |
| Total Pages | : |
| Release | : 2010 |
| Genre | : |
| ISBN | : |
We examine how to forecast after a recent break. We consider monitoring for change and then combining forecasts from models that do and do not use data before the change; and robust methods, namely rolling regressions, forecast averaging over different windows and exponentially weighted moving average (EWMA) forecasting. We derive analytical results for the performance of the robust methods relative to a full-sample recursive benchmark. For a location model subject to stochastic breaks the relative mean square forecast error ranking is EWMA
