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Narrow Replication of ‘A Spatio-Temporal Model of House Prices in the Usa’ Us...
I narrowly replicate Holly et al.'s (Journal of Econometrics 2010; 158(1): 160-173) analysis of the housing market in the USA, using the open source R software instead of the... -
The Contribution of Structural Break Models to Forecasting Macroeconomic Seri...
This paper compares the forecasting performance of models that have been proposed for forecasting in the presence of structural breaks. They differ in their treatment of the...