Small sample properties of forecasts from autoregressive models under structural breaks (Q265113): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claims |
||
| Property / author | |||
| Property / author: Q221859 / rank | |||
| Property / author | |||
| Property / author: Allan G. Timmermann / rank | |||
Revision as of 15:33, 10 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Small sample properties of forecasts from autoregressive models under structural breaks |
scientific article |
Statements
Small sample properties of forecasts from autoregressive models under structural breaks (English)
0 references
1 April 2016
0 references
small sample properties of forecasts
0 references
MSFE
0 references
structural breaks
0 references
autoregression
0 references
rolling window estimator
0 references
