Castle, Jennifer L.; Fawcett, Nicholas W. P.; Hendry, … - 2008
1471-0498
DEPARTMENT OF ECONOMICS
DISCUSSION PAPER SERIES
FORECASTING WITH …
Structural Breaks
Jennifer L. Castle, Nicholas W. P. Fawcett, and David F. Hendry∗
Economics Department, Oxford University
May 29 … of Economics and Statistics, 67, 713–753.
Clements, M. P., and Hendry, D. F. (2006). Forecasting with breaks in data …