The uncertainty of forecasting: models with structural change versus those without changing parameters (Q3709636)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The uncertainty of forecasting: models with structural change versus those without changing parameters |
scientific article |
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The uncertainty of forecasting: models with structural change versus those without changing parameters (English)
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1985
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Bayesian predictive density
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unknown dependent variables
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multivariate linear model
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single shift in the regression matrix
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numerical example
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