Robust inference under time-varying volatility : a real-time evaluation of professional forecasters
Year of publication: |
2022
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Authors: | Demetrescu, Matei ; Hanck, Christoph ; Kruse-Becher, Robinson |
Published in: |
Journal of applied econometrics. - Chichester [u.a.] : Wiley, ISSN 1099-1255, ZDB-ID 1500458-2. - Vol. 37.2022, 5, p. 1010-1030
|
Subject: | structural breaks | bootstrap | forecast evaluation | HAC estimation | hypothesis testing | Prognoseverfahren | Forecasting model | Strukturbruch | Structural break | Statistischer Test | Statistical test | Zeitreihenanalyse | Time series analysis | Bootstrap-Verfahren | Bootstrap approach | Schätzung | Estimation | Schätztheorie | Estimation theory |
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