Showing 1 - 10 of 25
Persistent link: https://www.econbiz.de/10009521860
Persistent link: https://www.econbiz.de/10012312640
Persistent link: https://www.econbiz.de/10012019377
Persistent link: https://www.econbiz.de/10010225458
Persistent link: https://www.econbiz.de/10011543895
Persistent link: https://www.econbiz.de/10011894993
Persistent link: https://www.econbiz.de/10011587172
Persistent link: https://www.econbiz.de/10012483004
Persistent link: https://www.econbiz.de/10010008353
We consider the problem of forecasting a stationary time series when there is an unknown mean break close to the forecast origin. Based on the intercept-correction methods suggested by Clements and Hendry (1998) and Bewley (2003), a hybrid approach is introduced, where the break and break point...
Persistent link: https://www.econbiz.de/10005464175