Work

Forecasting Time Series Subject to Multiple Structural Breaks

Year: 2004

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.565404

Authors: M. Hashem Pesaran, Davide Pettenuzzo, Allan Timmermann

Institutions: University of Southern California, Brandeis University, University of California San Diego, Centre for Economic Policy Research

Language: English

Topic: Forecasting Techniques and Applications

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2121194292

Cites: 40

Cited by: 111

Related to: 10