Evaluating forecast performance with state dependence (Q6090570)

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scientific article; zbMATH DE number 7767720
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Evaluating forecast performance with state dependence
scientific article; zbMATH DE number 7767720

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    Evaluating forecast performance with state dependence (English)
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    17 November 2023
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    state dependence
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    forecast evaluation
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    predictive ability testing
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    moment-based tests
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    pockets of predictability
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