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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/10010276180
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Forecasting Time Series Subject to Multiple Structural Breaks
Pesaran, M. Hashem; Pettenuzzo, Davide; Timmermann, Allan - Institute for the Study of Labor (IZA) - 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/10005763710