17-039/III - A near optimal test for structural breaks when forecasting under square error loss

  • Authors
    Tom Boot, University of Groningen; Andreas Pick, Erasmus University Rotterdam, De Nederlandsche Bank and CESifo Institute
  • Publication date
    April 18, 2017
  • Keywords
    structural break test, forecasting, squared error loss
  • JEL
    C12, C53
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