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Tests for forecast encompassing

Harvey, David I.; Leybourne, Stephen James; Newbold, Paul - 1997

Persistent link: https://www.econbiz.de/10000974765

Combining p-values for multivariate predictive ability testing

Spreng, Lars; Urga, Giovanni - In: Journal of business & economic statistics : JBES ; a … 41 (2023) 3, pp. 765-777

Persistent link: https://www.econbiz.de/10014448433

Robust forecast superiority testing with an application to assessing pools of expert forecasters

Corradi, Valentina; Jin, Sainan; Swanson, Norman R. - In: Journal of applied econometrics 38 (2023) 4, pp. 596-622

Persistent link: https://www.econbiz.de/10014288029

The role of disaggregation of earnings in stock valuation and earnings forecasting

Wang, Pengguo - In: Accounting and business research : a research quarterly … 43 (2013) 5, pp. 530-557

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Testing forecast accuracy of expectiles and quantiles with the extremal consistent loss functions

Yen, Yu-min; Yen, Tso-Jung - In: International journal of forecasting 37 (2021) 2, pp. 733-758

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Chapter 3 Forecast Evaluation

West, Kenneth D. - 2006

This chapter summarizes recent literature on asymptotic inference about forecasts. Both analytical and simulation based methods are discussed. The emphasis is on techniques applicable when the number of competing models is small. Techniques applicable when a large number of models is compared to...

Persistent link: https://www.econbiz.de/10014023703