@article{predictabilitytestsrobustagainstparamete,
  title = {Predictability Tests Robust against Parameter Instability},
  author = {Christis Katsouris},
  year = {2023},
  eprint = {2307.15151},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2307.15151v1},
}