Economic and statistical measures of for
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Clive W. J. Granger; M. Hashem Pesaran
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Article
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2000
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John Wiley and Sons
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English
โ 212 KB
๐ 1 views
This paper argues in favour of a closer link between the decision and the forecast evaluation problems[ Although the idea of using decision theory for forecast evaluation appears early in the dynamic stochastic programming literature\ and has continued to be used with meteorological forecasts\ it is