Asymptotic Variance of Brier (Skill) Score in the Presence of Serial Correlation
Year of publication: |
2015
|
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Authors: | Lahiri, Kajal ; Yang, Liu |
Institutions: | CESifo |
Subject: | probability forecasts | serial correlation | Brier score | Brier skill score | survey of professional forecasters |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Number 5290 |
Classification: | C01 - Econometrics ; C12 - Hypothesis Testing ; C25 - Discrete Regression and Qualitative Choice Models ; C52 - Model Evaluation and Testing ; C53 - Forecasting and Other Model Applications |
Source: |
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Asymptotic variance of Brier (skill) score in the presence of serial correlation
Lahiri, Kajal, (2015)
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Asymptotic Variance of Brier (Skill) Score in the Presence of Serial Correlation
Lahiri, Kajal, (2015)
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Asymptotic variance of Brier (skill) score in the presence of serial correlation
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