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The power of tests of predictive ability in the presence of structural breaks

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  • Clark, Todd E.
  • McCracken, Michael W.

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  • Clark, Todd E. & McCracken, Michael W., 2005. "The power of tests of predictive ability in the presence of structural breaks," Journal of Econometrics, Elsevier, vol. 124(1), pages 1-31, January.
  • Handle: RePEc:eee:econom:v:124:y:2005:i:1:p:1-31
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