Matches in SemOpenAlex for { <https://semopenalex.org/work/W4368405073> ?p ?o ?g. }
Showing items 1 to 100 of
100
with 100 items per page.
- W4368405073 endingPage "1908" @default.
- W4368405073 startingPage "1889" @default.
- W4368405073 abstract "Abstract We develop methods to obtain optimal forecast under long memory in the presence of a discrete structural break based on different weighting schemes for the observations. We observe significant changes in the forecasts when long‐range dependence is taken into account. Using Monte Carlo simulations, we confirm that our methods substantially improve the forecasting performance under long memory. We further present an empirical application to inflation rates that emphasizes the importance of our methods." @default.
- W4368405073 created "2023-05-05" @default.
- W4368405073 creator A5079380861 @default.
- W4368405073 creator A5091228407 @default.
- W4368405073 date "2023-05-02" @default.
- W4368405073 modified "2023-10-14" @default.
- W4368405073 title "Optimal forecasts in the presence of discrete structural breaks under long memory" @default.
- W4368405073 cites W1491711721 @default.
- W4368405073 cites W1510706459 @default.
- W4368405073 cites W1967985636 @default.
- W4368405073 cites W2005368120 @default.
- W4368405073 cites W2040503026 @default.
- W4368405073 cites W2049057506 @default.
- W4368405073 cites W2055781590 @default.
- W4368405073 cites W2059618523 @default.
- W4368405073 cites W2089163081 @default.
- W4368405073 cites W2105009836 @default.
- W4368405073 cites W2106019945 @default.
- W4368405073 cites W2116294798 @default.
- W4368405073 cites W2129768001 @default.
- W4368405073 cites W2132090039 @default.
- W4368405073 cites W2136026143 @default.
- W4368405073 cites W2137686958 @default.
- W4368405073 cites W2142976146 @default.
- W4368405073 cites W2144624537 @default.
- W4368405073 cites W2153003331 @default.
- W4368405073 cites W2157385378 @default.
- W4368405073 cites W2807627639 @default.
- W4368405073 cites W3123711421 @default.
- W4368405073 cites W3124955081 @default.
- W4368405073 cites W3124992754 @default.
- W4368405073 cites W3125029439 @default.
- W4368405073 cites W3126079314 @default.
- W4368405073 cites W3134327518 @default.
- W4368405073 cites W827733939 @default.
- W4368405073 doi "https://doi.org/10.1002/for.2988" @default.
- W4368405073 hasPublicationYear "2023" @default.
- W4368405073 type Work @default.
- W4368405073 citedByCount "0" @default.
- W4368405073 crossrefType "journal-article" @default.
- W4368405073 hasAuthorship W4368405073A5079380861 @default.
- W4368405073 hasAuthorship W4368405073A5091228407 @default.
- W4368405073 hasBestOaLocation W43684050731 @default.
- W4368405073 hasConcept C105795698 @default.
- W4368405073 hasConcept C121332964 @default.
- W4368405073 hasConcept C121864883 @default.
- W4368405073 hasConcept C126838900 @default.
- W4368405073 hasConcept C127413603 @default.
- W4368405073 hasConcept C146978453 @default.
- W4368405073 hasConcept C149782125 @default.
- W4368405073 hasConcept C162324750 @default.
- W4368405073 hasConcept C183115368 @default.
- W4368405073 hasConcept C19499675 @default.
- W4368405073 hasConcept C200941418 @default.
- W4368405073 hasConcept C204323151 @default.
- W4368405073 hasConcept C2986394398 @default.
- W4368405073 hasConcept C33332235 @default.
- W4368405073 hasConcept C33923547 @default.
- W4368405073 hasConcept C41008148 @default.
- W4368405073 hasConcept C71924100 @default.
- W4368405073 hasConcept C91602232 @default.
- W4368405073 hasConceptScore W4368405073C105795698 @default.
- W4368405073 hasConceptScore W4368405073C121332964 @default.
- W4368405073 hasConceptScore W4368405073C121864883 @default.
- W4368405073 hasConceptScore W4368405073C126838900 @default.
- W4368405073 hasConceptScore W4368405073C127413603 @default.
- W4368405073 hasConceptScore W4368405073C146978453 @default.
- W4368405073 hasConceptScore W4368405073C149782125 @default.
- W4368405073 hasConceptScore W4368405073C162324750 @default.
- W4368405073 hasConceptScore W4368405073C183115368 @default.
- W4368405073 hasConceptScore W4368405073C19499675 @default.
- W4368405073 hasConceptScore W4368405073C200941418 @default.
- W4368405073 hasConceptScore W4368405073C204323151 @default.
- W4368405073 hasConceptScore W4368405073C2986394398 @default.
- W4368405073 hasConceptScore W4368405073C33332235 @default.
- W4368405073 hasConceptScore W4368405073C33923547 @default.
- W4368405073 hasConceptScore W4368405073C41008148 @default.
- W4368405073 hasConceptScore W4368405073C71924100 @default.
- W4368405073 hasConceptScore W4368405073C91602232 @default.
- W4368405073 hasIssue "7" @default.
- W4368405073 hasLocation W43684050731 @default.
- W4368405073 hasLocation W43684050732 @default.
- W4368405073 hasOpenAccess W4368405073 @default.
- W4368405073 hasPrimaryLocation W43684050731 @default.
- W4368405073 hasRelatedWork W1707372784 @default.
- W4368405073 hasRelatedWork W1970611213 @default.
- W4368405073 hasRelatedWork W2040545019 @default.
- W4368405073 hasRelatedWork W2049003611 @default.
- W4368405073 hasRelatedWork W2052835778 @default.
- W4368405073 hasRelatedWork W2108418243 @default.
- W4368405073 hasRelatedWork W2127804977 @default.
- W4368405073 hasRelatedWork W2180954594 @default.
- W4368405073 hasRelatedWork W2787352659 @default.
- W4368405073 hasRelatedWork W164103134 @default.
- W4368405073 hasVolume "42" @default.
- W4368405073 isParatext "false" @default.
- W4368405073 isRetracted "false" @default.
- W4368405073 workType "article" @default.