Mistakes in the real-time identification of breaks
We study the mistakes that happen in the real-time identification of structural breaks in the selected aggregate-level of the U.S. financial data series. We are interested in the real time identification because of its relevance for forecasting. The level of noisiness of different data sets and tech...
| Главные авторы: | , |
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| Формат: | Conference or Workshop Item |
| Язык: | English |
| Опубликовано: |
Faculty of Economics and Management, Universiti Putra Malaysia
2017
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| Online-ссылка: | http://psasir.upm.edu.my/id/eprint/58705/1/8-nur_syazwani.pdf.pdf |