Optimal Forecasts in the Presence of Structural Breaks (Updated 14 November 2011)
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References listed on IDEAS
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Yin, Anwen, 2015. "Forecasting and model averaging with structural breaks," ISU General Staff Papers 201501010800005727, Iowa State University, Department of Economics.
More about this item
KeywordsForecasting; structural breaks; optimal weights; robust weights; exponential smoothing;
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2011-11-07 (All new papers)
- NEP-CBA-2011-11-07 (Central Banking)
- NEP-ECM-2011-11-07 (Econometrics)
- NEP-ETS-2011-11-07 (Econometric Time Series)
- NEP-FOR-2011-11-07 (Forecasting)
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