On Predictive Evaluation of Econometric Models

DOI10.2307/2526187zbMATH Open0443.62079OpenAlexW2062144846MaRDI QIDQ3886715FDOQ3886715

Authors: Jayasri Dutta 

Publication date: 1980

Published in: International Economic Review (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2526187

zbMATH Keywords

forecasting errorsJanus coefficientsmean- standard errorpredictive evaluation of econometric modelsTheil forecast accuracy statistic

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20) Economic time series analysis (91B84)

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