Forecasting with equilibrium-correction models during structural breaks
type: Item
instance of: scholarly article
title: Forecasting with equilibrium-correction models during structural breaks
zbMATH Open document ID: 1431.62595
author: Jennifer L. Castle
author: Nicholas W. P. Fawcett
author: David F. Hendry
published in: Journal of Econometrics
publication date: 2016-08-04T00:00:00Z
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 91B84
zbMATH DE Number: 6609175
zbMATH Keywords: cointegration
zbMATH Keywords: equilibrium-correction
zbMATH Keywords: forecasting
zbMATH Keywords: location shifts
zbMATH Keywords: collinearity
zbMATH Keywords: M1
describes a project that uses: PcGive
MaRDI profile type: Publication
OpenAlex ID: W1971116855
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DOI: 10.1016/J.JECONOM.2010.03.004
description: scientific article; zbMATH DE number 6609175