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~isPartOf:"CEPR Discussion Papers"
~isPartOf:"European economic review : EER"
~person:"Timmermann, Allan G"
~subject:"Bayesian model averaging"
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Forecasting Time Series Subject to Multiple Structural Breaks
Pesaran, M Hashem
;
Pettenuzzo, Davide
;
Timmermann, Allan G
-
C.E.P.R. Discussion Papers
-
2004
Bayesian
estimation and prediction procedure that allows for the possibility of new breaks over the forecast horizon, taking …
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