原创力文档Small sample properties of forecasts from autoregressive models under structural breaks》.pdfVIP
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Small sample properties of forecasts from autoregressive models under structural breaks》.pdf
ARTICLE IN PRESS
Journal of Econometrics 129 (2005) 183–217
/locate/econbase
Small sample properties of forecasts from
autoregressive models under structural breaks
M. Hashem Pesarana,, Allan Timmermann
aFaculty of Economics and Politics, University of Cambridge and USC, Sidgwick Avenue,
Cambridge CB3 9DD, UK
Rady School of management and Department of Economics, University o
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