Averaging Estimators For Regressions With A Possible Structural Break
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Bibliographic InfoArticle provided by Cambridge University Press in its journal Econometric Theory.
Volume (Year): 25 (2009)
Issue (Month): 06 (December)
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- Boonsoo Koo & Myung Hwan Seo, 2013.
"Structural-break models under mis-specification: implications for forecasting,"
Monash Econometrics and Business Statistics Working Papers
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- Elena Andreou & Eric Ghysels & Constantinos Kourouyiannis, 2012. "Robust volatility forecasts in the presence of structural breaks," University of Cyprus Working Papers in Economics 08-2012, University of Cyprus Department of Economics.
- Liu, Chu-An, 2012. "A plug-in averaging estimator for regressions with heteroskedastic errors," MPRA Paper 41414, University Library of Munich, Germany.
- Kurozumi, Eiji & Tuvaandorj, Purevdorj, 2011.
"Model selection criteria in multivariate models with multiple structural changes,"
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Elsevier, vol. 164(2), pages 218-238, October.
- Eiji Kurozumi & Purevdorj Tuvaandorj, 2010. "Model Selection Criteria in Multivariate Models with Multiple Structural Changes," Global COE Hi-Stat Discussion Paper Series gd10-144, Institute of Economic Research, Hitotsubashi University.
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