Improved Tests for Forecast Comparisons in the Presence of Instabilities (Q2817311): Difference between revisions

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+Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
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+Tests for Parameter Instability and Structural Change With Unknown Change Point
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+Estimating and Testing Linear Models with Multiple Structural Changes
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+Tests of equal forecast accuracy and encompassing for nested models
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+Tests of Conditional Predictive Ability
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+Assessing the relative power of structural break tests using a framework based on the approximate Bahadur slope
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+The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis
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+Asymptotic Inference about Predictive Ability
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