Hits-and-misses for the evaluation and combination of forecasts

DOI10.1080/02664760120059282MaRDI QIDQ4540905zbMATHOpenAlexFDO

Authors Thomas Wenzel

Publication date 28 July 2002

Published in Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/2003/5031

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20)

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(3)

• PITMAN-CLOSENESS AS A MEASURE TO EVALUATE THE QUALITY OF FORECASTS
• Combination forecasting for directional accuracy: An application to survey interest rate forecasts
• Percentage and relative error measures in forecast evaluation

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