Forecasting Time Series Subject to Multiple Structural Breaks Pesaran, M. Hashem; Pettenuzzo, Davide; Timmermann, Allan

User activity

Share to:
View the summary of this work
Authors
Pesaran, M. Hashem ; Pettenuzzo, Davide ; Timmermann, Allan
Subjects
bayesian model averaging; hierarchical hidden markov chain model; structural breaks
Bookmark
http://trove.nla.gov.au/work/985
Work ID
985

User activity


e.g. test cricket, Perth (WA), "Parkes, Henry"

Separate different tags with a comma. To include a comma in your tag, surround the tag with double quotes.

Be the first to add a tag for this work

Be the first to add this to a list

Comments and reviews

What are comments? Add a comment

No user comments or reviews for this work

Add a comment


Show comments and reviews from Amazon users