Assessing point forecast accuracy by stochastic error distance
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Publication:5864637
DOI10.1080/07474938.2017.1307247OpenAlexW4297819832MaRDI QIDQ5864637
Francis X. Diebold, Minchul Shin
Publication date: 8 June 2022
Published in: Econometric Reviews (Search for Journal in Brave)
Full work available at URL: http://www.nber.org/papers/w22516.pdf
Related Items (4)
Ranking Forecasts by Stochastic Error Distance, Information and Reliability Measures ⋮ On the aggregation of probability assessments: regularized mixtures of predictive densities for eurozone inflation and real interest rates ⋮ Probabilistic sensitivity measures as information value ⋮ The alpha-mixture of survival functions
Uses Software
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