Does modeling a structural break improve forecast accuracy? (Q2295799)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7167852
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Does modeling a structural break improve forecast accuracy? |
scientific article; zbMATH DE number 7167852 |
Statements
Does modeling a structural break improve forecast accuracy? (English)
0 references
17 February 2020
0 references
structural break test
0 references
forecasting
0 references
squared error loss
0 references
0 references
0.8073066473007202
0 references
0.7978506088256836
0 references
0.7952082753181458
0 references
0.7909127473831177
0 references
0.7876107096672058
0 references
