Learning, Forecasting and Structural Breaks
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- John M. Maheu & Stephen Gordon, 2008. "Learning, forecasting and structural breaks," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 23(5), pages 553-583.
- John M Maheu & Stephen Gordon, 2007. "Learning, Forecasting and Structural Breaks," Working Papers tecipa-284, University of Toronto, Department of Economics.
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More about this item
Keywords
Bayesian Model Averaging; Markov Chain Monte Carlo; Real GDP Growth; Phillip's Curve;All these keywords.
JEL classification:
- C5 - Mathematical and Quantitative Methods - - Econometric Modeling
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2004-10-21 (Econometrics)
- NEP-ETS-2004-10-21 (Econometric Time Series)
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