@article{Elliott2005,
	title = {OPTIMAL FORECAST COMBINATION UNDER REGIME SWITCHING*},
	author = {Graham Elliott and Allan Timmermann},
	day = {305},
	journal = {International Economic Review},
	month = {Nov},
	note = {doi: 10.1111/j.1468-2354.2005.00361.x},
	number = {4},
	pages = {1081--1102},
	url = {http://www.blackwell-synergy.com/doi/abs/10.1111/j.1468-2354.2005.00361.x},
	volume = {46},
	year = {2005},
	biburl = {http://www.bibsonomy.org/bibtex/28cdd186fbb149d27d3a6748ff9373e36/smicha},
	keywords = {imported }
}