Forecasting time series subject to multiple structural breaks
Year of publication: |
2006
|
---|---|
Authors: | Pesaran, M. Hashem ; Pettenuzzo, Davide ; Timmermann, Allan |
Published in: |
The review of economic studies. - Oxford : Oxford Univ. Press, ISSN 0034-6527, ZDB-ID 209928-7. - Vol. 73.2006, 4, p. 1057-1084
|
Subject: | Theorie | Theory | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Strukturbruch | Structural break |
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