The power of tests of predictive ability in the presence of structural breaks
Year of publication: |
2005
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Authors: | Clark, Todd E. ; Mccracken, Michael W. |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 124.2005, 1, p. 1-32
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