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Publication Year:
2008
Tags:
Forecasting model
John M. Maheu
;
Stephen Gordon
Learning, forecasting and structural breaks (replication data)
We provide a general methodology for forecasting in the presence of structural breaks induced by unpredictable changes to model parameters. Bayesian methods of learning and...
DOI:10.15456/jae.2022319.0720621360
TXT
dat
