"forecasting" - Selaus asiasanan mukaan Erillisteokset ja sarjajulkaisut
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SELECTION OF AN ESTIMATION WINDOW IN THE PRESENCE OF DATA REVISIONS AND RECENT STRUCTURAL BREAKS
Tampere Economic Working Papers Net Series : 92/2016 (Tampereen yliopisto, 2016)
workingPaperIn this paper, we analyze the forecasting performance of a set of widely used window selection methods in the presence of data revisions and recent structural breaks. Our Monte Carlo and empirical results for U.S. real ...