Robust forecast superiority testing with an application to assessing pools of expert forecasters
Valentina Corradi, Sainan Jin, Norman R. Swanson
| 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
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| Subject: | bootstrap | combination forecasts | estimation error | many moment inequalities | robust forecast evaluation | Survey of Professional Forecasters | Prognoseverfahren | Forecasting model | Bootstrap-Verfahren | Bootstrap approach | Prognose | Forecast | Theorie | Theory | Wirtschaftsprognose | Economic forecast | Robustes Verfahren | Robust statistics | Experten | Experts | Schätzung | Estimation | Statistischer Fehler | Statistical error | Frühindikator | Leading indicator | Statistischer Test | Statistical test |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/jae.2962 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014288029