๐”– Bobbio Scriptorium
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The Complexity of Forecast Testing

โœ Scribed by Lance Fortnow; Rakesh V. Vohra


Book ID
111857425
Publisher
John Wiley and Sons
Year
2009
Tongue
English
Weight
134 KB
Volume
77
Category
Article
ISSN
0012-9682

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Ashley (Journal of Forecasting 1983; 2(3): 211-223) proposes a criterion (known as Ashley's index) to judge whether the external macroeconomic variables are well forecast to serve as explanatory variables in forecasting models, which is crucial for policy makers. In this article, we try to extend As