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~accessRights:"free"
~person:"Pesaran, Mohammad Hashem"
~subject:"hierarchical hidden Markov chain model"
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hierarchical hidden Markov chain model
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Forecasting time series subject to multiple
structural
breaks
Timmermann, Allan
;
Pettenuzzo, Davide
;
Pesaran, …
-
2004
This paper provides a novel approach to forecasting time series subject to discrete
structural
breaks
. We propose a …
Persistent link: https://www.econbiz.de/10010276165
Saved in:
2
Forecasting Time Series Subject to Multiple
Structural
Breaks
Timmermann, Allan
;
Pettenuzzo, Davide
;
Pesaran, …
-
2004
This paper provides a novel approach to forecasting time series subject to discrete
structural
breaks
. We propose a …
Persistent link: https://www.econbiz.de/10010276180
Saved in:
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