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A reality check for data snooping
White, Halbert, (2000)
On winning forecasting competitions in economics
Clements, Michael P., (1999)
Forecasting, misspecification and unit roots : the case of AR(1) versus ARMA(1,1)
Magnus, Jan R., (1990)
Bounds & likelihood procedure revisited
Becker, Otwin, (2003)
Forecasting behavior in instable environments
Becker, Otwin, (2009)
Expectation formation and regime switches