Improved Tests for Forecast Comparisons in the Presence of Instabilities (Q2817311)

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Improved Tests for Forecast Comparisons in the Presence of Instabilities
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    Improved Tests for Forecast Comparisons in the Presence of Instabilities (English)
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    30 August 2016
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    non-monotonic power
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    structural change
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    forecasts
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    long-run variance
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