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Forecasting in the Presence of Structural Breaks and Model Uncertainty (eBook, PDF)

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Forecasting in the presence of structural breaks and model uncertainty are active areas of recent research with crucial implications for practical problems in forecasting. "e;Forecasting in the Presence of Structural Breaks and Model Uncertainty"e; 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...

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