Robust forecast superiority testing with an application to assessing pools of expert forecasters
Year of publication: |
2023
|
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Authors: | Corradi, Valentina ; Jin, Sainan ; Swanson, Norman R. |
Published in: |
Journal of applied econometrics. - Chichester [u.a.] : Wiley, ISSN 1099-1255, ZDB-ID 1500458-2. - Vol. 38.2023, 4, p. 596-622
|
Subject: | bootstrap | combination forecasts | estimation error | many moment inequalities | robust forecast evaluation | Survey of Professional Forecasters | Prognoseverfahren | Forecasting model | Robustes Verfahren | Robust statistics | Schätztheorie | Estimation theory | Bootstrap-Verfahren | Bootstrap approach | Experten | Experts | Prognose | Forecast | Statistischer Test | Statistical test |
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