Taylor, Nick James 2012. Testing forecasting model versatility. Economics Letters 117 (3) , pp. 803-806. 10.1016/j.econlet.2012.08.044 |
Official URL: http://dx.doi.org/10.1016/j.econlet.2012.08.044
Abstract
A new method of assessing the comparative quality of forecasting models is introduced. This method focuses on the quality of forecasting models over a set of series (cf. the traditionally adopted series-by-series approach)–with a forecasting model that produces good forecasts over a series set described as versatile.
Item Type: | Article |
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Date Type: | Publication |
Status: | Published |
Schools: | Schools > Business (Including Economics) |
Subjects: | H Social Sciences > HB Economic Theory |
Uncontrolled Keywords: | Economic forecasting; Versatility; Stochastic dominance |
Publisher: | Elsevier |
ISSN: | 0165-1765 |
Last Modified: | 25 Jun 2017 03:53 |
URI: | https://orca.cardiff.ac.uk/id/eprint/39641 |
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