Forecasting in the Presence of Structural Breaks and Model Uncertainty
| Author | : David E. Rapach |
| Publisher | : Emerald Group Publishing |
| Total Pages | : 691 |
| Release | : 2008-02-29 |
| ISBN-10 | : 9781849505406 |
| ISBN-13 | : 1849505403 |
| Rating | : 4/5 (403 Downloads) |
Book Synopsis Forecasting in the Presence of Structural Breaks and Model Uncertainty by : David E. Rapach
Download or read book Forecasting in the Presence of Structural Breaks and Model Uncertainty written by David E. Rapach and published by Emerald Group Publishing. This book was released on 2008-02-29 with total page 691 pages. Available in PDF, EPUB and Kindle. Book excerpt: Forecasting in the presence of structural breaks and model uncertainty are active areas of research with implications for practical problems in forecasting. This book addresses forecasting variables from both Macroeconomics and Finance, and considers various methods of dealing with model instability and model uncertainty when forming forecasts.
