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Mean Square Error of Prediction as a Criterion for Selecting Variables

✍ Scribed by Allen, David M.


Book ID
120287290
Publisher
American Statistical Association
Year
1971
Tongue
English
Weight
442 KB
Volume
13
Category
Article
ISSN
0040-1706

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Break Detectability and Mean Square Fore
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## ABSTRACT It has been suggested that a major problem for window selection when we estimate models for forecasting is to empirically determine the timing of the break. However, if the window choice between post‐break or full sample is based on mean square forecast error ratios, it is difficult to