Forecast comparisons in unstable environments-Reference-Cited by-同舟云学术

Forecast comparisons in unstable environments

Published:2010-04-13 Issue:4 Volume:25 Page:595-620
ISSN:0883-7252
Container-title:Journal of Applied Econometrics
language:en
Short-container-title:J. Appl. Econ.

Author:

Giacomini Raffaella,Rossi Barbara

Publisher

Wiley

Subject

Economics and Econometrics,Social Sciences (miscellaneous)

Reference31 articles.

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2. Tests for parameter instability and structural change with unknown change point;Andrews;Econometrica,1993

3. Estimation of a change point in multiple regression models;Bai;Review of Economics and Statistics,1997

4. Estimating and testing linear models with multiple structural changes;Bai;Econometrica,1998

5. Techniques for testing the constancy of regression relationships over time with comments;Brown;Journal of the Royal Statistical Society, Series B,1975

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