Forecasting In The Presence Of Structural Breaks And Model Uncertainty - Couverture rigide

Couverture rigide

ISBN 10 : 044452942X ISBN 13 : 9780444529428

Editeur : Elsevier Science Ltd, 2008

Synopsis

Forecasting in the presence of structural breaks and model uncertainty are active areas of recent research with crucial implications for practical problems in forecasting. "Forecasting in the Presence of Structural Breaks and Model Uncertainty" presents findings from the recent literature and new findings in a way that will be very useful to academic researchers and practitioners alike. Each chapter includes detailed empirical applications that demonstrate the usefulness (and limitations) of different methods for generating forecasts when structural breaks and model uncertainty are of significant concern. The authors describe in detail their methods and their results, and the data and programs are made available on a web site devoted to the book. The volume addresses forecasting variables from both Macroeconomics and Finance, and considers many different methods of dealing with model instability and model uncertainty when forming forecasts. Authors are leading experts in the topics they survey and extend. This book is supported by a website detailing the data and programs used.

A propos du livre

Présentation de l'éditeur

Forecasting in the presence of structural breaks and model uncertainty are active areas of recent research with crucial implications for practical problems in forecasting. Forecasting in the Presence of Structural Breaks and Model Uncertainty presents findings from the recent literature and new findings in a way that will be very useful to academic researchers and practitioners alike.
Each chapter includes detailed empirical applications that demonstrate the usefulness (and limitations) of different methods for generating forecasts when structural breaks and model uncertainty are of significant concern. The authors describe in detail their methods and their results, and the data and programs are made available on a web site devoted to the book. The volume addresses forecasting variables from both Macroeconomics and Finance, and considers many different methods of dealing with model instability and model uncertainty when forming forecasts.

* Part of the Frontiers in Economics and Globaliaztion series
* Authors are leading experts in the topics they survey and extend
* Supported by a website detailing the data and programs used

Détails de l'édition

• Éditeur: Elsevier Science Ltd
• Date d'édition: 2008
• Langue: anglais
• ISBN 10: 044452942X
• ISBN 13: 9780444529428
• Reliure: Relié
• Nombre de pages: 700
• Éditeur: Rapach David E., Wohar Mark E., Beladi Hamid, Choi Kwan
• Coordonnées du fabricant: non disponible
• Personne responsable: Barbara Criscuolo; b.criscuolo@lswr.it; ; Via Spadolini, 7; Milano; 20141; Italie