Measuring Uncertainty about Long-Run Predictions
Author:
Publisher
Oxford University Press (OUP)
Subject
Economics and Econometrics
Link
http://academic.oup.com/restud/article-pdf/83/4/1711/17416794/rdw003.pdf
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5. Estimation and Comparison of Multiple Change-Point Models;CHIB;Journal of Econometrics,1998
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