Essays on econometric forecasting
This thesis contributes towards the improvement of model-based econometric forecast performance under realistic forecast environments, such as when information about in-sample structural breaks is unknown or when the forecast users' loss function is not based on squared-errors. The thesis consists of three essays within this theme. The first essay focuses on the scenario when there might be structural breaks in the provided sample period and break information is unknown to forecasters. Under...[Show more]
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