How Costly is it to Ignore Breaks when Forecasting the Direction of a Time Series?
Year of publication: |
2003
|
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Authors: | Timmermann, Allan ; Pesaran, M. Hashem |
Publisher: |
Munich : Center for Economic Studies and ifo Institute (CESifo) |
Subject: | sign prediction | estimation window | structural breaks |
Series: | CESifo Working Paper ; 875 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 863458521 [GVK] hdl:10419/76369 [Handle] RePec:ces:ceswps:_875 [RePEc] |
Source: |
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How costly is it to ignore breaks when forecasting the direction of a time series?
Timmermann, Allan, (2003)
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How Costly is it to Ignore Breaks when Forecasting the Direction of a Time Series?
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How Costly is it to Ignore Breaks when Forecasting the Direction of a Time Series?
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