Pages that link to "Item:Q265113"
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The following pages link to Small sample properties of forecasts from autoregressive models under structural breaks (Q265113):
Displayed 6 items.
- Persistence change tests and shifting stable autoregressions (Q1929075) (← links)
- Optimal forecasts in the presence of structural breaks (Q2453077) (← links)
- Forecasting a long memory process subject to structural breaks (Q2453079) (← links)
- Consistent factor estimation in dynamic factor models with structural instability (Q2453088) (← links)
- Forecasting by factors, by variables, by both or neither? (Q2453089) (← links)
- Forecast accuracy and effort: The case of US inflation rates (Q3096857) (← links)
