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
15
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