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
List price: £100.00
You save: 5%
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.
