Econometric methods related to parameter instability, long memory and forecasting
The dissertation consists of three chapters on econometric methods related to parameter instability, forecasting and long memory. The first chapter introduces a new frequentist-based approach to forecast time series in the presence of in and out-of-sample breaks in the parameters. We model the param...
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| Language: | en_US |
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2016
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| Online Access: | https://hdl.handle.net/2144/14090 |