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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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