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Forecasting Breaks and Forecasting During Breaks
[book]
2011
Oxford Handbooks Online
Success in accurately forecasting breaks requires that they are predictable from relevant information available at the forecast origin using an appropriate model form, which can be selected and estimated before the break. To clarify the roles of these six necessary conditions, we distinguish between the information set for 'normal forces' and the one for 'break drivers', then outline sources of potential information. Relevant non-linear, dynamic models facing multiple breaks can have more
doi:10.1093/oxfordhb/9780195398649.013.0012
fatcat:ktbau2hl5bbuldhikiajijjciq