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%0 Journal Article
%1 Pesaran2004
%A Pesaran, M. Hashem
%A Timmermann, Allan
%D 2004
%J International Journal of Forecasting
%K Sign prediction
%N 3
%P 411--425
%T How costly is it to ignore breaks when forecasting the direction
of a time series?
%U http://www.sciencedirect.com/science/article/B6V92-49KH1M9-1/1/898f57bd6a0ccebd6dcc9b6337d6d855
%V 20
@article{Pesaran2004,
added-at = {2008-04-22T15:17:45.000+0200},
author = {Pesaran, M. Hashem and Timmermann, Allan},
biburl = {https://www.bibsonomy.org/bibtex/2f5679691d7442dbd9b7684ed219559e9/smicha},
interhash = {19e35434ce2133edc2e6247c2000079b},
intrahash = {f5679691d7442dbd9b7684ed219559e9},
journal = {International Journal of Forecasting},
keywords = {Sign prediction},
month = {00},
number = 3,
pages = {411--425},
timestamp = {2008-04-22T15:32:09.000+0200},
title = {How costly is it to ignore breaks when forecasting the direction
of a time series?},
url = {http://www.sciencedirect.com/science/article/B6V92-49KH1M9-1/1/898f57bd6a0ccebd6dcc9b6337d6d855},
volume = 20,
year = 2004
}
