RFE: Conference Listings
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- Centre for International Macroeconomics and Finance (CIMF), University of Cambridge
| Dates: | November 28-28, 2008 |
| Description: | Forecasting Under Model Instability |
| Location: | Cambridge,Trinity College, United Kingdom |
| Subject: | Programme: - Data-Based Ranking of Realised Volatility Estimators - Bayesian Forecasting using Stochastic Search Variable Selection in a VAR - Forecasting with Equilibrium-correction Models during Structural Breaks - Forecasting Inflation by an Autoregressive Model with a Shifting Mean - Small Sample Properties of Multistep Forecasts in the Presence of Location Shifts - Multivariate Methods for Monitoring Structural Change - Forecasting Random Walk under Drift Instability [gemäß den Informationen des Anbieters - according to site editor's information] |
| JEL Code: | C |
| URL: | http://www.econ.cam.ac.uk/cimf/news/cimf-confFMI.htm |