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Does modeling a structural break improve forecast accuracy?. (2020). Boot, Tom ; Pick, Andreas.
In: Journal of Econometrics.
RePEc:eee:econom:v:215:y:2020:i:1:p:35-59.

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  2. Forecasting Markov switching vector autoregressions: Evidence from simulation and application. (2025). Cavicchioli, Maddalena.
    In: Journal of Forecasting.
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  3. Time series forecasting under structural breaks. (2024). Skrobotov, Anton.
    In: Applied Econometrics.
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  4. Forecasting the UK top 1% income share in a shifting world. (2024). Hendry, David ; Doornik, Jurgen ; Castle, Jennifer.
    In: Economica.
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  5. Predictive model averaging with parameter instability and heteroskedasticity. (2024). Yin, Anwen.
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  6. Fast Forecasting of Unstable Data Streams for On-Demand Service Platforms. (2024). Wilms, Ines ; Hu, Yu Jeffrey ; Rombouts, Jeroen.
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  7. Structural Breaks in Seemingly Unrelated Regression Models. (2023). Parsaeian, Shahnaz.
    In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS.
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  8. Yield Curve Models with Regime Changes: An Analysis for the Brazilian Interest Rate Market. (2023). Laurini, Márcio ; Tavanielli, Renata.
    In: Mathematics.
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  9. Optimal forecast under structural breaks. (2022). Ullah, Aman ; Parsaeian, Shahnaz ; Lee, Tae Hwy.
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  10. How is machine learning useful for macroeconomic forecasting?. (2022). Stevanovic, Dalibor ; Goulet Coulombe, Philippe ; Surprenant, Stephane ; Leroux, Maxime.
    In: Journal of Applied Econometrics.
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  11. Forecasting under Structural Breaks Using Improved Weighted Estimation. (2022). Ullah, Aman ; Parsaeian, Shahnaz ; Lee, Tae Hwy.
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  12. Optimal Forecast under Structural Breaks. (2022). Ullah, Aman ; Parsaeian, Shahnaz ; Lee, Tae Hwy.
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  13. Using structural break inference for forecasting time series. (2022). Osborn, Denise ; Altansukh, Gantungalag.
    In: Empirical Economics.
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  14. Forecasting under Structural Breaks Using Improved Weighted Estimation. (2022). Ullah, Aman ; Parsaeian, Shahnaz ; Lee, Tae Hwy.
    In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS.
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  15. Optimal Forecast under Structural Breaks. (2022). Ullah, Aman ; Parsaeian, Shahnaz ; Lee, Tae Hwy.
    In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS.
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  16. Forecasting With Panel Data: Estimation Uncertainty Versus Parameter Heterogeneity. (2022). Pesaran, Mohammad ; Pick, Andreas ; Timmermann, Allan.
    In: CESifo Working Paper Series.
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  17. Forecasting with panel data: estimation uncertainty versus parameter heterogeneity. (2022). Pesaran, Mohammad ; Timmermann, A ; Pick, A.
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  18. Forecasting Under Structural Breaks Using Improved Weighted Estimation. (2022). Parsaeian, Shahnaz ; Lee, Taehwy ; Ullah, Aman.
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  19. Oracle Efficient Estimation of Structural Breaks in Cointegrating Regressions. (2022). Schweikert, Karsten.
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  20. Labor productivity forecasts based on a Beveridge–Nelson filter: Is there statistical evidence for a slowdown?. (2021). Biolsi, Christopher.
    In: Journal of Macroeconomics.
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  21. Structural breaks in online investor sentiment: A note on the nonstationarity of financial chatter. (2020). Ballinari, Daniele ; Behrendt, Simon.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:35:y:2020:i:c:s1544612319311821.

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  22. How is Machine Learning Useful for Macroeconomic Forecasting?. (2020). Stevanovic, Dalibor ; Goulet Coulombe, Philippe ; Surprenant, Stephane ; Leroux, Maxime.
    In: Working Papers.
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  23. How is Machine Learning Useful for Macroeconomic Forecasting?. (2020). Stevanovic, Dalibor ; Goulet Coulombe, Philippe ; Surprenant, St'Ephane ; Leroux, Maxime.
    In: Papers.
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