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~isPartOf:"Discussion papers / Graduate School of Economics, Hitotsubashi University"
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Discussion papers / Graduate School of Economics, Hitotsubashi University
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Testing for changes in forecasting performance
Perron, Pierre
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Yamamoto, Yohei
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2018
Persistent link: https://www.econbiz.de/10011962445
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Pitfalls of two step testing for changes in the error variance and coefficients of a linear regression model
Perron, Pierre
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Yamamoto, Yohei
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2019
Persistent link: https://www.econbiz.de/10012418079
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