Forecasting a long memory process subject to structural breaks

Cindy Shin-Huei Wang, Luc Bauwens and Cheng Hsiao

No 2574, LIDAM Reprints CORE from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)

Date: 2013-01-01
Note: In : Journal of Econometrics, 177(2), 171-184, 2013
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Journal Article: Forecasting a long memory process subject to structural breaks (2013)
Working Paper: Forecasting long memory processes subject to structural breaks (2012)
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