Improved Tests for Forecast Comparisons in the Presence of Instabilities

Luis Martins and Pierre Perron

Journal of Time Series Analysis, 2016, vol. 37, issue 5, 650-659

Date: 2016
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Citations: View citations in EconPapers (17)

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Working Paper: Improved Tests for Forecast Comparisons in the Presence of Instabilities (2015)
Working Paper: Improved Tests for Forecast Comparisons in the Presence of Instabilities (2014)
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