Stock image for illustration purposes only - book cover, edition or condition may vary.
Forecasting in the Presence of Structural Breaks and Model Uncertainty
. Ed(S): Rapach, David E.; Wohar, Mark E.; Beladi, Hamid; Choi, Kwan
€ 280.43
FREE Delivery in Ireland
Description for Forecasting in the Presence of Structural Breaks and Model Uncertainty
Hardback. 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. Editor(s): Rapach, David E.; Wohar, Mark E.; Beladi, Hamid; Choi, Kwan. Series: Frontiers of Economics and Globalization. Num Pages: 700 pages, Illustrations. BIC Classification: KCJ. Category: (P) Professional & Vocational. Dimension: 229 x 152 x 41. Weight in Grams: 816.
Forecasting in the presence of structural breaks and model uncertainty are active areas of recent research with crucial implications for practical problems in forecasting. "Forecasting in the Presence of Structural Breaks and Model Uncertainty" presents findings from the recent literature and new findings in a way that will be very useful to academic researchers and practitioners alike. Each chapter includes detailed empirical applications that demonstrate the usefulness (and limitations) of different methods for generating forecasts when structural breaks and model uncertainty are of significant concern. The authors describe in detail their methods and their results, and the data and programs ... Read more
Forecasting in the presence of structural breaks and model uncertainty are active areas of recent research with crucial implications for practical problems in forecasting. "Forecasting in the Presence of Structural Breaks and Model Uncertainty" presents findings from the recent literature and new findings in a way that will be very useful to academic researchers and practitioners alike. Each chapter includes detailed empirical applications that demonstrate the usefulness (and limitations) of different methods for generating forecasts when structural breaks and model uncertainty are of significant concern. The authors describe in detail their methods and their results, and the data and programs ... Read more
Product Details
Format
Hardback
Publication date
2008
Publisher
Emerald Group Publishing Limited United Kingdom
Number of pages
700
Condition
New
Series
Frontiers of Economics and Globalization
Number of Pages
700
Place of Publication
Kidlington, United Kingdom
ISBN
9780444529428
SKU
V9780444529428
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
Reviews for Forecasting in the Presence of Structural Breaks and Model Uncertainty