Selection of estimation window in the presence of breaks》.pdfVIP

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Selection of estimation window in the presence of breaks》.pdf

Selection of estimation window in the presence of breaks》.pdf

ARTICLE IN PRESS Journal of Econometrics 137 (2007) 134–161 /locate/jeconom Selection of estimation window in the presence of breaks M. Hashem Pesarana,, Allan Timmermannb a University of Cambridge, UK b University of California, San Diego, USA Available online 24 April 2006

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