Testing for changes in forecasting performance
Year of publication: |
2021
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Authors: | Perron, Pierre ; Yamamoto, Yohei |
Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Abingdon : Taylor & Francis, ISSN 1537-2707, ZDB-ID 2043744-4. - Vol. 39.2021, 1, p. 148-165
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Subject: | Forecast breakdown | Nonmonotonic power | Out-of-sample forecast | Structural change | Prognoseverfahren | Forecasting model | Strukturbruch | Structural break | Strukturwandel | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Prognose | Forecast | Statistischer Test | Statistical test |
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