Forecasting in the Presence of Structural Breaks and Model Uncertainty

ISBN: 9780444529428 出版年：2008 页码：691 David E Rapach Mark E Wohar Hamid Beladi Kwan Choi Emerald Publishing Limited

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.