Forecasting Time Series Subject to Multiple Structural Breaks
β Scribed by HASHEM PESARAN, M; PETTENUZZO, DAVIDE; TIMMERMANN, ALLAN
- Book ID
- 111004677
- Publisher
- John Wiley and Sons
- Year
- 2006
- Tongue
- English
- Weight
- 332 KB
- Volume
- 73
- Category
- Article
- ISSN
- 0034-6527
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## Abstract This paper examines the relative forecasting performance of multivariate timeβseries analysis. One hundred consecutive monthly observations for three accounting series were obtained from a manufacturing division of a large corporation. Regression, univariate timeβseries, transferβfuncti