How costly is it to ignore breaks when forecasting the direction of a time series?

B-Tier
Journal: International Journal of Forecasting
Year: 2004
Volume: 20
Issue: 3
Pages: 411-425

Authors (2)

Pesaran, M. Hashem (University of Cambridge) Timmermann, Allan (University of California-San D...)

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

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Technical Details

RePEc Handle
repec:eee:intfor:v:20:y:2004:i:3:p:411-425
Journal Field
Econometrics
Author Count
2
Added to Database
2026-01-29