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Forecasting In The Presence Of Structural Breaks And Model Uncertainty

Editor: David E.Rapach

Elsevier Science & Technology (United Kingdom), 2008
Hardback, 700 pages
Size: 229x152 mm
ISBN: 9780444529428
ISBN-10: 044452942X

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Forecasting In The Presence Of Structural Breaks And Model Uncertainty

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.

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David E. Rapach
Economic forecasting
Economics
Economics, finance, business and industry
Elsevier Science & Technology

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David E. Rapach
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