Giacomini, Raffaella (contributor); … - 2008
Forecast Comparisons in Unstable Environments
Raffaella Giacomini and Barbara Rossi
UCL/UCLA/CEMMAP and Duke University …
historical samples. In contrast to previous approaches to forecast comparison, which are based
on measures of global performance ….
Keywords: Predictive Ability Testing, Instability, Structural Change, Forecast Evaluation
Acknowledgments: We thank Kirstin …