Forecasting Time Series Subject to Multiple Structural Breaks
نویسندگان
چکیده
منابع مشابه
Intelligent forecasting for financial time series subject to structural changes
This paper is mainly concerned about intelligent forecasting for financial time series subject to structural changes. For example, it is well known that interest rates are subject to structural changes due to external shocks such as government monetary policy change. Such structural changes usually make prediction harder if they are not properly taken care of. Recently, Oh and Kim (2002a, 2002b...
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ژورنال
عنوان ژورنال: Review of Economic Studies
سال: 2006
ISSN: 0034-6527,1467-937X
DOI: 10.1111/j.1467-937x.2006.00408.x