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- W70854920 abstract "Many authors attribute poor forecast performance to breaks in the model parameters. This has led to forecasting techniques that attempt to estimate the breaking process. This paper presents analytical results on why, in the context of a single break, attempts to forecast based on point estimates for the break are unlikely to improve forecasts. Instead we suggest an averaging approach that yeilds forecasts with much smaller mean squared error for many break models." @default.
- W70854920 created "2016-06-24" @default.
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- W70854920 date "2005-01-01" @default.
- W70854920 modified "2023-09-27" @default.
- W70854920 title "Forecasting when there is a Single Break" @default.
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