On Predictive Evaluation of Econometric Models

DOI10.2307/2526187MaRDI QIDQ3886715zbMATH OpenOpenAlexFDO

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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