Forecasting in the Presence of Structural Breaks and Model Uncertainty - Frontiers of Economics and Globalization - David E Rapach - Books - Emerald Publishing Limited - 9780444529428 - February 29, 2008
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Forecasting in the Presence of Structural Breaks and Model Uncertainty - Frontiers of Economics and Globalization

David E Rapach

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Forecasting in the Presence of Structural Breaks and Model Uncertainty - Frontiers of Economics and Globalization

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.