Forecasting in the Presence of Structural Breaks and Model Uncertainty
Language: English
Published by Emerald Publishing Limited, GB, 2008
- Hardcover
- New
Seller: Rarewaves USA United, HEBRON, KY, U.S.A.Rarewaves USA United
AbeBooks seller since June 20, 2025
Condition: New
£ 216.91
Quantity: Over 20 available
Add to basketItem description from seller
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.…
Seller Inventory # LU-9780444529428
- Title
- Forecasting in the Presence of Structural Breaks and Model Uncertainty
- Author
- David E. Rapach
- Publisher
- Emerald Publishing Limited, GB
- Publication year
- 2008
- Condition
- New
- Binding
- Hardback
- Language
- English
- ISBN 10
- 044452942X
- ISBN 13
- 9780444529428
- Item weight
- 816 grams
"Synopsis" may belong to another edition of this title.
Rarewaves USA United
HEBRON, KY, U.S.A.
AbeBooks seller since June 20, 2025
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| Item | 30 to 30 business days | 14 to 14 business days |
|---|---|---|
| First item | £ 37.76 | £ 50.60 |
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