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How costly is it to ignore breaks when forecasting the direction of a time series?
Pesaran, M. Hashem; Timmermann, Allan - In: International journal of forecasting 20 (2004) 3, pp. 411-425
Persistent link: https://www.econbiz.de/10002169185
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On the optimality of adaptive expectations : Muth revisited
Satchell, Stephen - In: International journal of forecasting 11 (1995) 3, pp. 407-416
Persistent link: https://www.econbiz.de/10001203016
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Forecasting levels of log variables in vector autoregressions
Bårdsen, Gunnar; Lütkepohl, Helmut - In: International journal of forecasting 27 (2011) 4, pp. 1108-1115
Persistent link: https://www.econbiz.de/10009316847
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Comparing forecasting performance with panel data
Qu, Ritong; Timmermann, Allan; Zhu, Yinchu - In: International journal of forecasting 40 (2024) 3, pp. 918-941
Persistent link: https://www.econbiz.de/10014547226