Structural break

A structural break is a concept in econometrics. A structural break appears when we see an unexpected shift in a (macroeconomic) time series. This can lead to huge forecasting errors and unreliability of the model in general. This issue was popularised by David Hendry.

单词	Structural break
释义	Structural break 英语百科 Structural break A structural break is a concept in econometrics. A structural break appears when we see an unexpected shift in a (macroeconomic) time series. This can lead to huge forecasting errors and unreliability of the model in general. This issue was popularised by David Hendry.
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