A new approach for detecting shifts in forecast accuracy
Ching-Wai (Jeremy) Chiu, Simon Hayes, George Kapetanios, Konstantinos Theodoridis
| Year of publication: |
2019
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|---|---|
| Authors: | Chiu, Ching Wai Jeremy ; Hayes, Simon ; Kapetanios, George ; Theodoridis, Konstantinos |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 35.2019, 4, p. 1596-1612
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| Subject: | Central banking | Forecast breaks | Hypothesis testing with small sample sizes | Optimal test sizes | Statistical decision making | Statistischer Test | Statistical test | Prognoseverfahren | Forecasting model | Theorie | Theory | Statistische Methode | Statistical method | Zeitreihenanalyse | Time series analysis | Stichprobenerhebung | Sampling | Statistische Methodenlehre | Statistical theory | Strukturbruch | Structural break |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Erratum enthalten in: Volume 37, issue 3 (July/September 2021), Seite 1304-1305 |
| Other identifiers: | 10.1016/j.ijforecast.2019.01.008 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012305469