APA (7th ed.) Citation

Pesaran, M. H., & Timmermann, A. (2004). Small sample properties of forecasts from autoregressive models under structural breaks. Centre for Economic Policy Research.

Chicago Style (17th ed.) Citation

Pesaran, M. Hashem, and Allan Timmermann. Small Sample Properties of Forecasts from Autoregressive Models Under Structural Breaks. London: Centre for Economic Policy Research, 2004.

MLA (9th ed.) Citation

Pesaran, M. Hashem, and Allan Timmermann. Small Sample Properties of Forecasts from Autoregressive Models Under Structural Breaks. Centre for Economic Policy Research, 2004.