Small sample properties of forecasts from autoregressive models under structural breaks (Q265113)
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scientific article; zbMATH DE number 6562078
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| English | Small sample properties of forecasts from autoregressive models under structural breaks |
scientific article; zbMATH DE number 6562078 |
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Small sample properties of forecasts from autoregressive models under structural breaks (English)
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1 April 2016
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small sample properties of forecasts
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MSFE
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structural breaks
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autoregression
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rolling window estimator
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