## ABSTRACT It has been suggested that a major problem for window selection when we estimate models for forecasting is to empirically determine the timing of the break. However, if the window choice between postβbreak or full sample is based on mean square forecast error ratios, it is difficult to
Forecast Combination Across Estimation Windows
β Scribed by Pesaran, M. Hashem; Pick, Andreas
- Book ID
- 126536902
- Publisher
- American Statistical Association
- Year
- 2011
- Tongue
- English
- Weight
- 230 KB
- Volume
- 29
- Category
- Article
- ISSN
- 0735-0015
No coin nor oath required. For personal study only.
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