Model instability and choice of observation window
Year of publication: |
1999
|
---|---|
Authors: | Pesaran, M. Hashem ; Timmermann, Allan |
Publisher: |
La Jolla, CA |
Subject: | Zeitreihenanalyse | Time series analysis | Prognoseverfahren | Forecasting model | Strukturbruch | Structural break | Kapitaleinkommen | Capital income | Theorie | Theory | Kleinste-Quadrate-Methode | Least squares method | Schätzung | Estimation | USA | United States | 1954-1997 |
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