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West, Kenneth D. - 2006

This chapter summarizes recent literature on asymptotic inference about forecasts. Both analytical and simulation based methods are discussed. The emphasis is on techniques applicable when the number of competing models is small. Techniques applicable when a large number of models is compared to...

Persistent link: https://www.econbiz.de/10014023703

Regression based reserving models and partial information

Lindholm, Mathias; Verrall, Richard - In: Insurance / Mathematics & economics 94 (2020), pp. 109-124

Persistent link: https://www.econbiz.de/10012419147

A special Tweedie sub-family with application to loss reserving prediction error

Taylor, Greg - In: Insurance / Mathematics & economics 101 (2021) 2, pp. 262-288

Persistent link: https://www.econbiz.de/10012793927

Dispersion modelling of outstanding claims with double Poisson regression models

Gao, Guangyuan; Meng, Shengwang; Shi, Yanlin - In: Insurance / Mathematics & economics 101 (2021) 2, pp. 572-586

Persistent link: https://www.econbiz.de/10012793953

Cross-validation for selecting the penalty factor in least squares model averaging

Fang, Fang; Yang, Qiwei; Tian, Wenling - In: Economics letters 217 (2022), pp. 1-5

Persistent link: https://www.econbiz.de/10013465487

Predictive model assessment and selection in composite-based modeling using PLS-SEM : extensions and guidelines for using CVPAT

Sharma, Pratyush Nidhi; Liengaard, Benjamin Dybro; … - In: European journal of marketing 57 (2023) 6, pp. 1662-1677

Persistent link: https://www.econbiz.de/10014342089

Optimal out-of-sample forecast evaluation under stationarity

Staněk, Filip - In: Journal of forecasting 42 (2023) 8, pp. 2249-2279

Persistent link: https://www.econbiz.de/10014432888

Model averaging prediction by K-fold cross-validation

Zhang, Xinyu; Liu, Chu-An - In: Journal of econometrics 235 (2023) 1, pp. 280-301

Persistent link: https://www.econbiz.de/10014434415

Forecasting the real prices of crude oil : what is the role of parameter instability?

Wang, Yudong; Hao, Xianfeng - In: Energy economics 117 (2023), pp. 1-20

Persistent link: https://www.econbiz.de/10014436646

New techniques to perform cross-validation for time series models

Vamsikrishna, A.; Gijo, E. V. - In: Operations research forum 5 (2024) 2, pp. 1-12

Persistent link: https://www.econbiz.de/10015179812

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