Testing forecasting model versatility

Taylor, Nick James 2012. Testing forecasting model versatility. Economics Letters 117 (3) , pp. 803-806. 10.1016/j.econlet.2012.08.044

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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
Date Type:	Publication
Status:	Published
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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