Small sample properties of forecasts from autoregressive models under structural breaks
| Year of publication: |
2005
|
|---|---|
| Authors: | Pesaran, M.Hashem ; Timmermann, Allan |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 129.2005, 1, p. 183-218
|