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):
Displaying 4 items.
- Modelling structural breaks, long memory and stock market volatility: an overview (Q265098) (← links)
- Selection of estimation window in the presence of breaks (Q278494) (← links)
- Variable selection, estimation and inference for multi-period forecasting problems (Q738005) (← links)
- Multi‐step forecasting in the presence of breaks (Q4687663) (← links)
