Forecasting a long memory process subject to structural breaks

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Publication:2453079

DOI10.1016/j.jeconom.2013.04.006zbMath1288.62142OpenAlexW2141621500MaRDI QIDQ2453079

Cindy Shin-Huei Wang, Cheng Hsiao, Luc Bauwens

Publication date: 6 June 2014

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2013.04.006




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