Pages that link to "Item:Q2453077"
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The following pages link to Optimal forecasts in the presence of structural breaks (Q2453077):
Displaying 18 items.
- Selection of estimation window in the presence of breaks (Q278494) (← links)
- Rolling window selection for out-of-sample forecasting with time-varying parameters (Q341889) (← links)
- Estimating large-scale general linear and seemingly unrelated regressions models after deleting observations (Q518238) (← links)
- Selection of an estimation window in the presence of data revisions and recent structural breaks (Q1669833) (← links)
- Escape dynamics: a continuous-time approximation (Q1994311) (← links)
- Forecasting volatility using combination across estimation windows: an application to S\&P500 stock market index (Q2045524) (← links)
- Analyzing cross-validation for forecasting with structural instability (Q2074617) (← links)
- Does modeling a structural break improve forecast accuracy? (Q2295799) (← links)
- Structural-break models under mis-specification: implications for forecasting (Q2354861) (← links)
- Adaptive forecasting in the presence of recent and ongoing structural change (Q2453078) (← links)
- Forecasting Time Series Subject to Multiple Structural Breaks (Q3421396) (← links)
- Forecasting with GARCH models under structural breaks: An approach based on combinations across estimation windows (Q5083880) (← links)
- Long‐term prediction intervals with many covariates (Q5095826) (← links)
- Using Chernoff’s Bounding Method for High-Performance Structural Break Detection and Forecast Error Reduction (Q5245440) (← links)
- Better the devil you know: improved forecasts from imperfect models (Q6573801) (← links)
- Optimal Forecasts from Markov Switching Models (Q6623214) (← links)
- Shrinkage estimation and forecasting in dynamic regression models under structural instability (Q6656775) (← links)
- Variable selection in high dimensional linear regressions with parameter instability (Q6664675) (← links)
