Selection of estimation window in the presence of breaks
| Year of publication: |
2007
|
|---|---|
| Authors: | Pesaran, M.Hashem ; Timmermann, Allan |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 137.2007, 1, p. 134-161
|