Forecasting Time Series Subject to Multiple Structural Breaks

Journal article

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Forecasting Time Series Subject to Multiple Structural Breaks

M HASHEM PESARAN, DAVIDE Pettenuzzo and ALLAN Timmermann

The Review of economic studies, Vol.73(4), pp.1057-1084

10/2006

DOI: https://doi.org/10.1111/j.1467-937X.2006.00408.x

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Title: Forecasting Time Series Subject to Multiple Structural Breaks
Creators: M HASHEM PESARAN
DAVIDE Pettenuzzo
ALLAN Timmermann
Publication Details: The Review of economic studies, Vol.73(4), pp.1057-1084
Identifiers: 9924036859201921
Academic Unit: Brandeis International Business School; Department of Economics
Language: English
Resource Type: Journal article