Pages that link to "Item:Q2354861"
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The following pages link to Structural-break models under mis-specification: implications for forecasting (Q2354861):
Displaying 13 items.
- Small sample properties of forecasts from autoregressive models under structural breaks (Q265113) (← links)
- Level shifts, unit roots and misspecification of the breaking date (Q1391636) (← links)
- Local M-estimation with discontinuous criterion for dependent and limited observations (Q1747741) (← links)
- Misspecified structural change, threshold, and Markov-switching models. (Q1858953) (← links)
- Analyzing cross-validation for forecasting with structural instability (Q2074617) (← links)
- Frequent or systematic changes? Discussion on ``Detecting possibly frequent change-points: wild binary segmentation 2 and steepest-drop model selection.'' (Q2131956) (← links)
- High-dimensional predictive regression in the presence of cointegration (Q2224889) (← links)
- Does modeling a structural break improve forecast accuracy? (Q2295799) (← links)
- Frequentist model averaging for threshold models (Q2414942) (← links)
- Optimal forecasts in the presence of structural breaks (Q2453077) (← links)
- Least squares estimation and tests of breaks in mean and variance under misspecification (Q3156185) (← links)
- Generic consistency of the break‐point estimator under specification errors (Q4439304) (← links)
- Optimal model averaging based on leave-\(h\)-out forward-validation for threshold autoregressive models (Q6548802) (← links)
