Selection of an estimation window in the presence of data revisions and recent structural breaks
Year of publication: |
2017
|
---|---|
Authors: | Hännikäinen, Jari |
Subject: | choice of estimation window | forecasting | real-time data | recent structural break | Strukturbruch | Structural break | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Schätzung | Estimation |
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