Statistical Comparison of Forecasts Made at Different Frequencies

DOI10.1080/07350015.2026.2634825MaRDI QIDQ7405277zbMATH OpenFDO

Authors Rong-Mao Zhang, Yang Zu

Publication date 2026

Published in Journal of Business and Economic Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07350015.2026.2634825

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cites work

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• FRED-MD: A Monthly Database for Macroeconomic Research
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• Inference with dependent data using cluster covariance estimators
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• Mixing properties of ARMA processes
• Mixing: Properties and examples
• Some Limit Theorems for Stationary Processes
• Spatial heteroskedasticity and autocorrelation consistent estimation of covariance matrix
• Student's t-test for Gaussian scale mixtures
• The use of subseries values for estimating the variance of a general statistic from a stationary sequence

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