Search Results - subject:"GOVA coefficient"

Prognosequalitätsmatrix / Forecast Quality Matrix

Andres, Peter; Spiwoks, Markus - In: Jahrbücher für Nationalökonomie und Statistik 219 (1999) 5-6, pp. 513-542

(GOVA). For an individual statistic proof we develop a new instrument called GOVA coefficient. In a second step we combine … the GOVA coefficient with the conventional forecast quality measure of Theil’s inequality coefficient. The result is the …

Persistent link: https://www.econbiz.de/10014608727

Forecast Quality Matrix: A Methodological Survey of Judging Forecast Quality of Capital Market Forecasts.

Andres, Peter; Spiwoks, Markus - In: Journal of Economics and Statistics (Jahrbuecher fuer … 219 (1999) 5+6, pp. 513-542

). For an individual statistical proof we develop a new instrument called GOVA coefficient. In the second step we combine the … GOVA coefficient with the conventional forecast quality measure of Theil's inequality coefficient. The result is the …

Persistent link: https://www.econbiz.de/10008596465