How costly is it to ignore breaks when forecasting the direction of a time series?:
Gespeichert in:
| Hauptverfasser: | , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Munich
CES
2003
Munich Ifo |
| Schriftenreihe: | CESifo working papers
No. 875 : Category 10, Empirical and theoretical methods |
| Schlagworte: | |
| Beschreibung: | Literaturverz. S. 19 - 21. - Auch im Internet unter den Adressen www.SSRN.com und www.CESifo.de verfügbar |
| Beschreibung: | 21 S. graph. Darst. : 21 cm |
Internformat
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| indexdate | 2024-07-09T19:13:33Z |
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| spelling | Pesaran, M. Hashem 1946- Verfasser (DE-588)122674146 aut How costly is it to ignore breaks when forecasting the direction of a time series? M. Hashem Pesaran ; Allan Timmermann. Center for Economic Studies & Ifo Institute for Economic Research Munich CES 2003 Munich Ifo 21 S. graph. Darst. : 21 cm txt rdacontent n rdamedia nc rdacarrier CESifo working papers No. 875 : Category 10, Empirical and theoretical methods Literaturverz. S. 19 - 21. - Auch im Internet unter den Adressen www.SSRN.com und www.CESifo.de verfügbar Makroökonomisches Modell swd Strukturmodell swd Strukturwandel swd Mathematisches Modell Economic forecasting Mathematical models Finance Mathematical models Time-series analysis Makroökonomisches Modell (DE-588)4074486-3 gnd rswk-swf Strukturmodell (DE-588)4183810-5 gnd rswk-swf Strukturwandel (DE-588)4058136-6 gnd rswk-swf Strukturwandel (DE-588)4058136-6 s Makroökonomisches Modell (DE-588)4074486-3 s Strukturmodell (DE-588)4183810-5 s DE-604 Timmermann, Allan 1964- Verfasser (DE-588)124799965 aut |
| spellingShingle | Pesaran, M. Hashem 1946- Timmermann, Allan 1964- How costly is it to ignore breaks when forecasting the direction of a time series? Makroökonomisches Modell swd Strukturmodell swd Strukturwandel swd Mathematisches Modell Economic forecasting Mathematical models Finance Mathematical models Time-series analysis Makroökonomisches Modell (DE-588)4074486-3 gnd Strukturmodell (DE-588)4183810-5 gnd Strukturwandel (DE-588)4058136-6 gnd |
| subject_GND | (DE-588)4074486-3 (DE-588)4183810-5 (DE-588)4058136-6 |
| title | How costly is it to ignore breaks when forecasting the direction of a time series? |
| title_auth | How costly is it to ignore breaks when forecasting the direction of a time series? |
| title_exact_search | How costly is it to ignore breaks when forecasting the direction of a time series? |
| title_full | How costly is it to ignore breaks when forecasting the direction of a time series? M. Hashem Pesaran ; Allan Timmermann. Center for Economic Studies & Ifo Institute for Economic Research |
| title_fullStr | How costly is it to ignore breaks when forecasting the direction of a time series? M. Hashem Pesaran ; Allan Timmermann. Center for Economic Studies & Ifo Institute for Economic Research |
| title_full_unstemmed | How costly is it to ignore breaks when forecasting the direction of a time series? M. Hashem Pesaran ; Allan Timmermann. Center for Economic Studies & Ifo Institute for Economic Research |
| title_short | How costly is it to ignore breaks when forecasting the direction of a time series? |
| title_sort | how costly is it to ignore breaks when forecasting the direction of a time series |
| topic | Makroökonomisches Modell swd Strukturmodell swd Strukturwandel swd Mathematisches Modell Economic forecasting Mathematical models Finance Mathematical models Time-series analysis Makroökonomisches Modell (DE-588)4074486-3 gnd Strukturmodell (DE-588)4183810-5 gnd Strukturwandel (DE-588)4058136-6 gnd |
| topic_facet | Makroökonomisches Modell Strukturmodell Strukturwandel Mathematisches Modell Economic forecasting Mathematical models Finance Mathematical models Time-series analysis |
| work_keys_str_mv | AT pesaranmhashem howcostlyisittoignorebreakswhenforecastingthedirectionofatimeseries AT timmermannallan howcostlyisittoignorebreakswhenforecastingthedirectionofatimeseries |