//-->
Optimal forecasts in the presence of discrete structural breaks under long memory
Mboya, Mwasi Paza, (2023)
A fluctuation test for constant Spearman’s rho
Wied, Dominik, (2011)
Unit root testing with stationary covariates and a structural break in the trend function
Fossati, Sebastian, (2011)
Analysis of a panel of UK macroeconomic forecasts
Harvey, David I., (1999)
Forecast evaluation tests in the presence of ARCH
Ranking competing multi-step forecasts
Harvey, David I., (1997)