Small Sample Properties of Forecasts from Autoregressive Models under Structural Breaks Pesaran, M. Hashem; Timmermann, Allan

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Authors
Pesaran, M. Hashem ; Timmermann, Allan
Subjects
small sample properties of forecasts, rmsfe, structural breaks, autoregression; classification-jel: c33, c5
Bookmark
http://trove.nla.gov.au/work/755
Work ID
755

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