%0 Journal Article %1 Pesaran2005 %A Pesaran, M. Hashem %A Timmermann, Allan %D 2005 %J Journal of Econometrics %K Rolling estimator window %N 1-2 %P 183--217 %T Small sample properties of forecasts from autoregressive models under structural breaks %U http://www.sciencedirect.com/science/article/B6VC0-4DS998D-1/2/4a0f170796270511da466c56819a7d26 %V 129

@article{Pesaran2005, added-at = {2008-04-21T22:02:42.000+0200}, author = {Pesaran, M. Hashem and Timmermann, Allan}, biburl = {https://www.bibsonomy.org/bibtex/2be9483b5b9f3216c77d521176470eb70/smicha}, description = {Journal of Econometrics}, interhash = {7a6f2c7ab043eb60bb2c13d38a1283ee}, intrahash = {be9483b5b9f3216c77d521176470eb70}, journal = {Journal of Econometrics}, keywords = {Rolling estimator window}, month = {00}, number = {1-2}, pages = {183--217}, timestamp = {2008-04-21T22:03:55.000+0200}, title = {Small sample properties of forecasts from autoregressive models under structural breaks}, url = {http://www.sciencedirect.com/science/article/B6VC0-4DS998D-1/2/4a0f170796270511da466c56819a7d26}, volume = 129, year = 2005 }