Forecasting in the Presence of Structural Breaks and Model Uncertainty |
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| Editor:
| Rapach, David E.
Wohar, Mark E.
Beladi, Hamid
Choi, Kwan |
| Series title: | Frontiers of Economics and Globalization Ser. |
| ISBN: | 978-1-84950-540-6 |
| Publication Date: | Feb 2008 |
| Publisher: | Emerald Publishing Limited
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| Book Format: | Digital download |
| List Price: | USD $175.00 |
Book Description:
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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.
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.