Pages that link to "Item:Q2295799"
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The following pages link to Does modeling a structural break improve forecast accuracy? (Q2295799):
Displaying 11 items.
- The power of tests of predictive ability in the presence of structural breaks (Q261880) (← links)
- Small sample properties of forecasts from autoregressive models under structural breaks (Q265113) (← links)
- Selection of estimation window in the presence of breaks (Q278494) (← links)
- Forecasting with equilibrium-correction models during structural breaks (Q736553) (← links)
- Structural-break models under mis-specification: implications for forecasting (Q2354861) (← links)
- Is forecasting with large models informative? Assessing the role of judgement in macroeconomic forecasts (Q2997940) (← links)
- Do experts' adjustments on model-based SKU-level forecasts improve forecast quality? (Q3065517) (← links)
- Detecting and Predicting Forecast Breakdowns (Q3394001) (← links)
- Forecasting Time Series Subject to Multiple Structural Breaks (Q3421396) (← links)
- Oracle Efficient Estimation of Structural Breaks in Cointegrating Regressions (Q5030952) (← links)
- Predictive model averaging with parameter instability and heteroskedasticity (Q6540716) (← links)