How costly is it to ignore breaks when forecasting the direction of a time series?
Year of publication: |
2004
|
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Authors: | Pesaran, M. Hashem ; Timmermann, Allan |
Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 20.2004, 3, p. 411-425
|
Subject: | Zeitreihenanalyse | Time series analysis | Prognoseverfahren | Forecasting model | Strukturbruch | Structural break | Theorie | Theory |
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