20
14:15 - 15:45
IWH Research Seminar
JUN
2016
14:15 - 15:45
(When) Do Long Autoregressions Account for Neglected Changes in Parameters?
To construct forecasts for time series exhibiting breaks, the paper examines long autoregressions, where the number of lags is growing with T, and possible breaks are simply ignored.
Who
(Goethe University Frankfurt)
Where
Personal details
Professor Dr Uwe Hassler holds the Chair of Statistics and Econometric Methods at Goethe University Frankfurt.
Whom to contact
Economist
If you have any further questions please contact me.
+49 345 7753-865 Request per E-Mail
