Testing for changes in forecasting performance

Pierre Perron, Yohei Yamamoto

Year of publication:	May 2018
Authors:	Perron, Pierre ; Yamamoto, Yohei
Publisher:	Tokyo : Graduate School of Economics, Hitotsubashi University
Subject:	forecast breakdown \| non-monotonic power \| structural change \| out-of-sample forecas \| Prognoseverfahren \| Forecasting model \| Strukturwandel \| Structural change \| Statistischer Test \| Statistical test \| Strukturbruch \| Structural break \| Prognose \| Forecast \| Theorie \| Theory

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