Small sample properties of forecasts from autoregressive models under structural breaks
Year of publication: |
2005
|
---|---|
Authors: | Pesaran, M.Hashem ; Timmermann, Allan |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 129.2005, 1, p. 183-218
|
Saved in:
Saved in favorites
Similar items by person
-
Predictability of Stock Returns: Robustness and Economic Significance
Pesaran, M.Hashem, (1995)
-
Testing Dependence Among Serially Correlated Multicategory Variables
Pesaran, M.Hashem, (2009)
-
Selection of estimation window in the presence of breaks
Pesaran, M.Hashem, (2007)
- More ...