Testing for changes in forecasting performance
Pierre Perron, Yohei Yamamoto
| Year of publication: |
2021
|
|---|---|
| Authors: | Perron, Pierre ; Yamamoto, Yohei |
| Subject: | Forecast breakdown | Nonmonotonic power | Out-of-sample forecast | Structural change | Prognoseverfahren | Forecasting model | Strukturwandel | Prognose | Forecast | Theorie | Theory | Wirtschaftsprognose | Economic forecast | Strukturbruch | Structural break | Statistischer Test | Statistical test |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07350015.2019.1641410 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012424505