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parameter instability
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Parameter instability
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In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use?
Inoue, Atsushi
;
Kilian, Lutz
-
C.E.P.R. Discussion Papers
-
2002
. In this Paper we question this conventional wisdom. Our analysis shows that neither data mining nor
parameter
instability
…
Persistent link: https://www.econbiz.de/10005124323
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