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Error in the real-time identification of breaks

We studied the mistakes that happen in the real-time identification of structural breaks in the selected aggregate-level of U.S. financial data series. We were interested in the real-time identification because of its relevance for forecasting. The level of the noisiness of different datasets and te...

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书目详细资料
Main Authors:	Mazlan, Nur Syazwani, Bulkley, George
格式:	Article
语言:	English
出版:	Faculty of Economics and Management, Universiti Putra Malaysia 2018
在线阅读:	http://psasir.upm.edu.my/id/eprint/16091/1/13%29%20Error%20in%20the%20Real%20Time.pdf http://psasir.upm.edu.my/id/eprint/16091/ http://www.ijem.upm.edu.my/vol12_noS2/13)%20Error%20in%20the%20Real%20Time.pdf
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