Castle, Jennifer L.; Fawcett, Nicholas W. P.; Hendry, … - 2008
. Secondly, since the cause of the change was legislative, and
knowledge of it did not spread immediately across the economy, the … econometri-
cian have used this updated knowledge to forecast better than the alternatives of no adjustment or
a robust method … year of the break taking place – an econometrician with knowledge of RS (which was in the
public domain) could have …