Out-of-Sample Forecast Tests Robust to the Choice of Window Size
Author:
Publisher
Informa UK Limited
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Social Sciences (miscellaneous),Statistics and Probability
Link
http://www.tandfonline.com/doi/pdf/10.1080/10256018808623883
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1. Tests for Parameter Instability and Structural Change With Unknown Change Point
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