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The uncertainty of forecasting: models with structural change versus those without changing parameters - MaRDI portal

The uncertainty of forecasting: models with structural change versus those without changing parameters (Q3709636)

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The uncertainty of forecasting: models with structural change versus those without changing parameters
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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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