مرکز منطقه ای اطلاع رساني علوم و فناوري - How costly is it to ignore breaks when forecasting the direction of a time series?

Title of article :

How costly is it to ignore breaks when forecasting the direction of a time series?

Author/Authors :

M. HashemPesaran، نويسنده , , Allan Timmermann، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2004

Pages :

From page :

411

To page :

425

Keywords :

Sign prediction , Estimation window , Structural breaks

Journal title :

International Journal of Forecasting

Serial Year :

2004

Journal title :

International Journal of Forecasting

Record number :

179096

Link To Document :