A forecasting model for y , based on its relationship to exogenous variables (e.g. x,) must use i,, the forecast of x,. An example is given where commercially available I,'s are sufficiently inaccurate that a univariate model for y , appears preferable. For a variety of types of models inclusion of
β¦ LIBER β¦
The Contribution of Structural Break Models to Forecasting Macroeconomic Series
β Scribed by Bauwens, Luc; Koop, Gary; Korobilis, Dimitris; Rombouts, Jeroen V.K.
- Book ID
- 127052211
- Publisher
- John Wiley and Sons
- Year
- 2014
- Tongue
- English
- Weight
- 252 KB
- Volume
- 30
- Category
- Article
- ISSN
- 0883-7252
- DOI
- 10.1002/jae.2387
No coin nor oath required. For personal study only.
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