APA (7th ed.) Citation

Pesaran, M. H., & Timmermann, A. (2007). Selection of estimation window in the presence of breaks. Journal of econometrics, 137(1), 134-161. https://doi.org/10.1016/j.jeconom.2006.03.010

Chicago Style (17th ed.) Citation

Pesaran, M. Hashem, and Allan Timmermann. "Selection of Estimation Window in the Presence of Breaks." Journal of Econometrics 137, no. 1 (2007): 134-161. https://doi.org/10.1016/j.jeconom.2006.03.010.

MLA (9th ed.) Citation

Pesaran, M. Hashem, and Allan Timmermann. "Selection of Estimation Window in the Presence of Breaks." Journal of Econometrics, vol. 137, no. 1, 2007, pp. 134-161, https://doi.org/10.1016/j.jeconom.2006.03.010.