Forecasting Under Structural Breaks Using Improved Weighted Estimation-Reference-Cited by-同舟云学术

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Forecasting Under Structural Breaks Using Improved Weighted Estimation

Published:2022-06-23 Issue:6 Volume:84 Page:1485-1501
ISSN:0305-9049
Container-title:Oxford Bulletin of Economics and Statistics
language:en
Short-container-title:Oxf Bull Econ Stat

Author:

Lee Tae‐Hwy¹,Parsaeian Shahnaz²,Ullah Aman¹

Affiliation:

1. Department of Economics University of California Riverside 92521 California USA

2. Department of Economics University of Kansas Lawrence 66045 Kansas USA

Publisher

Wiley

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Social Sciences (miscellaneous),Statistics and Probability

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1111/obes.12512

Reference27 articles.

1. Multivariate binary discrimination by the kernel method

2. Estimation of a Change Point in Multiple Regression Models

3. Estimating and Testing Linear Models with Multiple Structural Changes

4. Computation and analysis of multiple structural change models

5. Does modeling a structural break improve forecast accuracy?

Cited by 2 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Shrinkage Estimation and Forecasting in Dynamic Regression Models Under Structural Instability;Journal of Econometric Methods;2024-06-25

2. Stein-like Common Correlated Effects Estimation under Structural Breaks;Econometrics;2024-04-18

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