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Dynamic Econometric Modeling and Forecasting
Edited by Allan Timmermann and Herman van Dijk

Dynamic econometric modeling and forecasting in the presence of instability
–Allan Timmermann, Herman K. van Dijk [] []

Optimal forecasts in the presence of structural breaks
–M. Hashem Pesaran, Andreas Pick, Mikhail Pranovich [] []

Adaptive forecasting in the presence of recent and ongoing structural change
–Liudas Giraitis, George Kapetanios, Simon Price [] []

Forecasting a long memory process subject to structural breaks
–Cindy Shin-Huei Wang, Luc Bauwens, Cheng Hsiao [] []

Large time-varying parameter VARs
–Gary Koop, Dimitris Korobilis [] []

Conditional predictive density evaluation in the presence of instabilities
–Barbara Rossi, Tatevik Sekhposyan [] []

Time-varying combinations of predictive densities using nonlinear filtering
–Monica Billio, Roberto Casarin, Francesco Ravazzolo, Herman K. van Dijk [] []

Sequential estimation of shape parameters in multivariate dynamic models
–Dante Amengual, Gabriele Fiorentini, Enrique Sentana [] []

Predictive regression under various degrees of persistence and robust long-horizon regression
–Peter C.B. Phillips, Ji Hyung Lee [] []

Testing for unit roots in the possible presence of multiple trend breaks using minimum Dickey–Fuller statistics
–David I. Harvey, Stephen J. Leybourne, A.M. Robert Taylor [] []

Least squares estimation in a simple random coefficient autoregressive model
–Søren Johansen, Theis Lange [] []

Consistent factor estimation in dynamic factor models with structural instability
–Brandon J. Bates, Mikkel Plagborg-Møller, James H. Stock, Mark W. Watson [] []

Forecasting by factors, by variables, by both or neither?
–Jennifer L. Castle, Michael P. Clements, David F. Hendry [] []

A Markov-switching multifractal inter-trade duration model, with application to US equities
–Fei Chen, Francis X. Diebold, Frank Schorfheide [] []

Modelling and forecasting government bond spreads in the euro area: A GVAR model
–Carlo A. Favero [] []

Complete subset regressions
–Graham Elliott, Antonio Gargano, Allan Timmermann [] []

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