Small sample properties of forecasts from autoregressive models under structural breaks
M. Hashem Pesaran and Allan Timmermann
| Year of publication: |
June 2003 ; [Elektronische Ressource]
|
|---|---|
| Other Persons: | Pesaran, M. Hashem (contributor) ; Timmermann, Allan (contributor) |
| Institutions: | University of Cambridge / Department of Applied Economics (contributor) ; University of Cambridge / Faculty of Economics (contributor) |
| Publisher: |
Cambridge : Univ. of Cambridge, Dep. of Applied Economics, Faculty of Economics |
| Subject: | Strukturbruch | Structural break | Prognoseverfahren | Forecasting model | Autokorrelation | Autocorrelation |
