The power of tests of predictive ability in the presence of structural breaks
Todd E. Clark; Michael W. McCracken
| Year of publication: |
2005
|
|---|---|
| Authors: | Clark, Todd E. ; McCracken, Michael W. |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 124.2005, 1, p. 1-31
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| Subject: | Kausalanalyse | Causality analysis | Prognoseverfahren | Forecasting model | Monte-Carlo-Simulation | Monte Carlo simulation | Strukturbruch | Structural break | Statistischer Test | Statistical test |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002439348