Dataset - ZBW Journal Data Archive (Test System)

Shujie Ma
;
Jeffrey S. Racine
;
Lijian Yang

Spline Regression in the Presence of Categorical Predictors (replication data)

We consider the problem of estimating a relationship nonparametrically using regression splines when there exist both continuous and categorical predictors. We combine the...
- TXT
- r
- dat
Luc Bauwens
;
Gary Koop
;
Dimitris Korobilis
;
Jeroen V.K. Rombouts

The Contribution of Structural Break Models to Forecasting Macroeconomic Seri...

This paper compares the forecasting performance of models that have been proposed for forecasting in the presence of structural breaks. They differ in their treatment of the...
- TXT
- PDF
- CSV
- dat
- XLSX

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