Testing for structural stability. of factor augmented forecasting models

V Corradi; NR Swanson

doi:10.1016/j.jeconom.2014.04.011

Back

Testing for structural stability. of factor augmented forecasting models

Journal article

Peer reviewed

Testing for structural stability. of factor augmented forecasting models

V Corradi and NR Swanson

JOURNAL OF ECONOMETRICS, Vol.182(1), pp.100-118

01/09/2014

DOI: https://doi.org/10.1016/j.jeconom.2014.04.011

Abstract

Social Sciences

Science & Technology

Physical Sciences

Economics

Mathematics

Interdisciplinary Applications

Social Sciences

Mathematical Methods

Business & Economics

Mathematics

Mathematical Methods In Social Sciences

ECONOMICS

MATHEMATICS

INTERDISCIPLINARY APPLICATIONS

SOCIAL SCIENCES

MATHEMATICAL METHODS

Diffusion index

Factor loading stability

Forecast failure

Forecast stability

Regression coefficients stability

NUMBER

BREAKS

Files and links (1)

url

http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000337881300009&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=11d2a86992e85fb529977dad66a846d5View

Author

Metrics

Details

Title: Testing for structural stability. of factor augmented forecasting models
Creators: V Corradi
NR Swanson
Publication Details: JOURNAL OF ECONOMETRICS, Vol.182(1), pp.100-118
Publisher: ELSEVIER SCIENCE SA
Publication Date: 01/09/2014
Identifiers: 99516188302346; WOS:000337881300009
Academic Unit: University of Surrey
Language: English
Resource Type: Journal article

Testing for structural stability. of factor augmented forecasting models

Abstract

Files and links (1)

Metrics

Details

Usage Policy