Small sample properties of forecasts from autoregressive models under structural breaks

Mohammad Pesaran and Allan Timmermann

Journal of Econometrics, 2005, vol. 129, issue 1-2, 183-217

Date: 2005
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Citations: View citations in EconPapers (224)

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Related works:
Working Paper: Small Sample Properties of Forecasts From Autoregressive Models Under Structural Breaks (2004)
Working Paper: Small Sample Properties of Forecasts from Autoregressive Models under Structural Breaks (2003)
Working Paper: Small Sample Properties of Forecasts from Autoregressive Models under Structural Breaks (2003)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:econom:v:129:y:2005:i:1-2:p:183-217

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