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Forecasting in the Presence of Structural Breaks and Model Uncertainty - Frontiers of Economics and Globalization
David E Rapach
Forecasting in the Presence of Structural Breaks and Model Uncertainty - Frontiers of Economics and Globalization
David E Rapach
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.
700 pages, Illustrations
Media | Books Hardcover Book (Book with hard spine and cover) |
Released | February 29, 2008 |
ISBN13 | 9780444529428 |
Publishers | Emerald Publishing Limited |
Pages | 700 |
Dimensions | 239 × 161 × 58 mm · 1.12 kg |
Language | English |
Editor | Beladi, Hamid |
Editor | Choi, Kwan |
Editor | Rapach, David E. |
Editor | Wohar, Mark E. |
See all of David E Rapach ( e.g. Hardcover Book )