Forecasting in the Presence of Structural Breaks and Model Uncertainty (Frontiers of Economics and Globalization): 3

by Mark E. Wohar (Editor), David E. Rapach (Author)

• New

  Illustrated
  2008

  $272.61

  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.