𝔖 Bobbio Scriptorium
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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

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## 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