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

DOI10.1080/02664760120059282zbMATH Open0991.62072OpenAlexW2018183230MaRDI QIDQ4540905FDOQ4540905

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

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Mathematics Subject Classification ID

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

Cited In (3)

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

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