A near optimal test for structural breaks when forecasting under square error loss
Year of publication: |
2017
|
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Authors: | Boot, Tom ; Pick, Andreas |
Publisher: |
Amsterdam and Rotterdam : Tinbergen Institute |
Subject: | structural break test | forecasting | squared error loss |
Series: | Tinbergen Institute Discussion Paper ; 17-039/III |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 884749517 [GVK] hdl:10419/162305 [Handle] RePEc:tin:wpaper:20170039 [RePEc] |
Classification: | C12 - Hypothesis Testing ; C53 - Forecasting and Other Model Applications |
Source: |
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