How costly is it to ignore breaks when forecasting the direction of a time series?
| Year of publication: |
2004
|
|---|---|
| Authors: | Pesaran, M.Hashem ; Timmermann, Allan |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943x. - Vol. 20.2004, 3, p. 411-426
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