Comparing possibly misspecified forecasts
Year of publication: |
2020
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Authors: | Patton, Andrew J. |
Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Abingdon : Taylor & Francis, ISSN 1537-2707, ZDB-ID 2043744-4. - Vol. 38.2020, 4, p. 796-809
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Subject: | Bregman distance | Consistent loss functions | Economic forecasting | Model misspecification | Point forecasting | Proper scoring rules | Survey forecasts | Prognoseverfahren | Forecasting model | Wirtschaftsprognose | Economic forecast | Theorie | Theory | Modellierung | Scientific modelling |
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