Pesaran, M. H., & Timmermann, A. (2004). Small sample properties of forecasts from autoregressive models under structural breaks. Centre for Economic Policy Research.
Chicago-Zitierstil (17. Ausg.)Pesaran, M. Hashem, und Allan Timmermann. Small Sample Properties of Forecasts from Autoregressive Models Under Structural Breaks. London: Centre for Economic Policy Research, 2004.
MLA-Zitierstil (9. Ausg.)Pesaran, M. Hashem, und Allan Timmermann. Small Sample Properties of Forecasts from Autoregressive Models Under Structural Breaks. Centre for Economic Policy Research, 2004.
Achtung: Diese Zitate sind unter Umständen nicht zu 100% korrekt.