Adjusting for information content when comparing forecast performance
Year of publication: |
2016
|
---|---|
Authors: | Andersson, Michael K. ; Aranki, Ted ; Reslow, André |
Publisher: |
Stockholm : Sveriges Riksbank |
Subject: | Forecast error | Forecast comparison | Publication time | Evaluation | Error component model | Panel data |
Series: | |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 868631930 [GVK] hdl:10419/157971 [Handle] RePEc:hhs:rbnkwp:0328 [RePEc] |
Classification: | C23 - Models with Panel Data ; C53 - Forecasting and Other Model Applications ; E37 - Forecasting and Simulation |
Source: |
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