𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Comparing Information in Forecasts from Econometric Models

✍ Scribed by Ray C. Fair and Robert J. Shiller


Book ID
125664697
Publisher
American Economic Association
Year
1990
Tongue
English
Weight
413 KB
Volume
80
Category
Article
ISSN
0002-8282

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


Comparing the accuracy of density foreca
✍ Lucio Sarno; Giorgio Valente πŸ“‚ Article πŸ“… 2004 πŸ› John Wiley and Sons 🌐 English βš– 153 KB

## Abstract A rapidly growing literature emphasizes the importance of evaluating the forecast accuracy of empirical models on the basis of density (as opposed to point) forecasting performance. We propose a test statistic for the null hypothesis that two competing models have equal density forecast