The DOI matches its Crossref record; 30 of the 30 references it cites were found in a registry or an index.
Selection of estimation window in the presence of breaks
Overview
The claims and statistics of this paper haven’t been checked yet.
Run the check — free, no account needed. It reads the open-access text and checks the sources it cites.
Integrity signals
Registry
Cites
Statistics
Verification
Claims the paper makes
The claims and statistics of this paper haven’t been checked yet.
Run the check — free, no account needed. It reads the open-access text and checks the sources it cites.
Self-check
Percentages, sums and reported differences re-computed from the paper’s own numbers.
The self-check needs the paper’s full text.
Citations
Cites
Tests of Equality Between Sets of Coefficients in Two Linear Regressions
Chow, G. C. (1960) · Econometrica · doi:10.2307/1910133 · Cited by 6,488
Estimating and Testing Linear Models with Multiple Structural Changes
Bai, J., & Perron, P. (1998) · Econometrica · doi:10.2307/2998540 · Cited by 6,112
Computation and analysis of multiple structural change models
Bai, J., & Perron, P. (2003) · Journal of Applied Econometrics · doi:10.1002/jae.659 · Cited by 5,771
Techniques for Testing the Constancy of Regression Relationships Over Time
Brown, R. L., Durbin, J., & Evans, J. M. (1975) · Journal of the Royal Statistical Society Series B: Statistical Methodology · doi:10.1111/j.2517-6161.1975.tb01532.x · Cited by 5,128
Tests for parameter instability and structural change with unknown change point.
Andrews, D. W. K. (1993) · Econometrica · doi:10.2307/2951764 · Cited by 4,334
Combining forecasts: A review and annotated bibliography
Clemen, R. T. (1989) · International Journal of Forecasting · doi:10.1016/0169-2070(89)90012-5 · Cited by 2,164
Combining forecasts: A review and annotated bibliography
(1990) · Long Range Planning · doi:10.1016/0024-6301(90)90316-v · Cited by 1,465
Chapter 4 Forecast Combinations
Timmermann, A. (2006) · Handbook of Economic Forecasting · doi:10.1016/s1574-0706(05)01004-9 · Cited by 1,314
Self-citationHandbook of Economic Forecasting
(2013) · Handbook of Economic Forecasting · doi:10.1016/b978-0-444-53683-9.00023-2 · Cited by 1,210
Tests of equal forecast accuracy and encompassing for nested models
Clark, T. E., & McCracken, M. W. (2001) · Journal of Econometrics · doi:10.1016/s0304-4076(01)00071-9 · Cited by 1,178
Cited by
… and the Cross-Section of Expected Returns
Harvey, C. R., Liu, Y., & Zhu, H. (2016) · Review of Financial Studies · doi:10.1093/rfs/hhv059 · Cited by 2,119
Chapter 4 Forecast Combinations
Timmermann, A. (2006) · Handbook of Economic Forecasting · doi:10.1016/s1574-0706(05)01004-9 · Cited by 1,314
Self-citationInvestor Sentiment Aligned: A Powerful Predictor of Stock Returns
Huang, D., Jiang, F., Tu, J., & Zhou, G. (2015) · Review of Financial Studies · doi:10.1093/rfs/hhu080 · Cited by 1,123
Forecasting the equity risk premium: the role of technical indicators
Neely, C. J., Rapach, D. E., Tu, J., & Zhou, G. (2014) · Management Science · doi:10.1287/mnsc.2013.1838 · Cited by 1,003
Baumeister, C., & Hamilton, J. D. (2019) · American Economic Review · doi:10.1257/aer.20151569 · Cited by 913
Metadata
- Authors
- Pesaran, M. H., & Timmermann, A.
- Venue
- Journal of Econometrics
- Publisher
- Elsevier BV
- Published
- 2007-03
- Volume
- 137
- Issue
- 1
- Pages
- 134-161
- ISSN
- 0304-4076 (ISSN-L)
- OpenAlex
- W2106019945
- Cited by
- 468
- References
- 30
- FWCI
- 23.98
- Type
- journal article
- Language
- en
- Open access
- closed
About these checks
Registry, retraction, Cites and statistics results are computed, not judged, with one exception: a printed reference that no index lists is read once by a model before it counts as a citation error. Claims are extracted by a model and kept only when their quote appears verbatim in the text; each cited source is then checked, with a model’s help, for whether it says what the claim relies on. Those verdicts can be wrong — read the claim’s quote and the cited source before relying on one.
Statistics and arithmetic are recomputed, not judged.
Confidence bands are shown only for fields calibrated on our annotated test set. None is calibrated yet, so no band is shown.
What counts as a claim ›How we measure confidence ›How we check this ›
Are you an author, or do you see a problem with this page? Request a review
How to cite
Cite CoChat for the checks on this page, and the paper for its own findings.
- This page
- CoChat. (2026). Citation check: Selection of estimation window in the presence of breaks. https://app.cochat.ai/papers/10.1016/j.jeconom.2006.03.010
- The paper
- Pesaran, M. H., & Timmermann, A. (2007). Selection of estimation window in the presence of breaks. Journal of Econometrics. https://doi.org/10.1016/j.jeconom.2006.03.010
Data sources
Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.
