## Abstract 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 bre
✦ LIBER ✦
Forecasting for Stationary Binary Time Series
✍ Scribed by Gusztáv Morvai; Benjamin Weiss
- Book ID
- 111554320
- Publisher
- Springer Netherlands
- Year
- 2003
- Tongue
- English
- Weight
- 91 KB
- Volume
- 79
- Category
- Article
- ISSN
- 0167-8019
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