Selection of estimation window in the presence of breaks
| Year of publication: |
2007
|
|---|---|
| Authors: | Pesaran, M. Hashem ; Timmermann, Allan |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 137.2007, 1, p. 134-161
|
| Publisher: |
Elsevier |