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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| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Faculty of Economics and Management, Universiti Putra Malaysia
2018
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| Online Access: | 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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