Robust forecast superiority testing with an application to assessing pools of expert forecasters
Year of publication: |
2023
|
---|---|
Authors: | Corradi, Valentina ; Jin, Sainan ; Swanson, Norman R. |
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 |
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