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Forecasting a long memory process subject to structural breaks

Bibliographic reference Wang, Cindy Shin-Huei ; Bauwens, Luc ; Hsiao, Cheng. Forecasting a long memory process subject to structural breaks. In: Journal of Econometrics, Vol. 177, no.2, p. 171-184 (2013)
Permanent URL http://hdl.handle.net/2078.1/142529