Homburg, Annika; Weiß, Christian H.; Alwan, Layth C.; … - In: Econometrics 7 (2019) 3, pp. 1-28
In forecasting count processes, practitioners often ignore the discreteness of counts and compute forecasts based on Gaussian approximations instead. For both central and non-central point forecasts, and for various types of count processes, the performance of such approximate point forecasts is...