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Journals:
Journal of Applied Econometrics
Tags:
Stein-like combined estimator
Tae‐Hwy Lee
;
Shahnaz Parsaeian
;
Aman Ullah
Optimal forecast under structural breaks (replication data)
This paper develops an optimal combined estimator to forecast out-of-sample under structural breaks. When it comes to forecasting, using only the postbreak observations after...
DOI:10.15456/jae.2022327.072425
TXT
