Selection of an estimation window in the presence of data revisions and recent structural breaks

Jari Hännikäinen

    Research output: Book/ReportCommissioned report

    Original languageEnglish
    Place of PublicationTampere
    PublisherUniversity of Tampere
    ISBN (Print)978-951-44-9336-2
    Publication statusPublished - 2015
    Publication typeD4 Published development or research report or study

    Publication series

    NameTampere economic working papers net series
    No.92
    ISSN (Print)1458-1191

    Keywords

    • Rakennemuutos
    • Recent structural break
    • choice of estimation window
    • ennustaminen
    • forecasting
    • real-time data

    Cite this