Forecasting in the Presence of Structural Breaks and Model Uncertainty

David E. Rapach

ISBN 10: 044452942X / ISBN 13: 9780444529428

Published by Elsevier Science Ltd, 2008

About this Item

nach der Bestellung gedruckt Neuware - Printed after ordering - 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.

Seller Inventory # 9780444529428

Bibliographic Details

• Title: Forecasting in the Presence of Structural Breaks and Model Uncertainty
• Publisher: Elsevier Science Ltd
• Publication Date: 2008
• Language: English
• ISBN 10: 044452942X
• ISBN 13: 9780444529428
• Binding: Buch
• Condition: Neu
• Dimensions: 240W x 161H x 41D millimeters 240 millimeters width by 161 millimeters height by 41 millimeters depth
• Weight: 1189 grams

About this title

Synopsis

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. Authors are leading experts in the topics they survey and extend. This book is supported by a website detailing the data and programs used.

Book Description

Presents findings from the recent literature and new findings in a way that will prove very useful to academic researchers and practitioners alike.