Forecasting in the Presence of Structural Breaks and Model Uncertainty (Hardcover)

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 are made available on a web site devoted to the book. The volume addresses forecasting variables from both Macroeconomics and Finance, and considers many different methods of dealing with model instability and model uncertainty when forming forecasts.
* Part of the "Frontiers in Economics and Globaliaztion" series
* Authors are leading experts in the topics they survey and extend
* Supported by a website detailing the data and programs used

General

Imprint:	Elsevier Science Ltd
Country of origin:	United Kingdom
Series:	Frontiers of Economics and Globalization
Release date:	February 2008
First published:	2008
Editors:	David E. Rapach • Mark E. Wohar • Hamid Beladi • Kwan Choi
Dimensions:	229 x 152 x 41mm (L x W x T)
Format:	Hardcover
Pages:	700
ISBN-13:	978-0-444-52942-8
Categories:	Books > Business & Economics > Economics > Economic forecasting Promotions
LSN:	0-444-52942-X
Barcode:	9780444529428

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