Panaretos, John; Psarakis, Stelios - Volkswirtschaftliche Fakultät, … - 1991
In this paper a forecasting model selection scheme is considered which amounts to testing the predictive behaviour of a model by adopting Xekalaki and Katti's (1984) idea of assigning to its performance a score for each of a series of time points. The score reflects how close to, or how far...