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Fitting the damped trend method of exponential smoothing
Gardner, Everette S.; Acar, Yavuz - In: Journal of the Operational Research Society 70 (2019) 6, pp. 926-930
Persistent link: https://www.econbiz.de/10012213049
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Chapter 3 Forecast Evaluation
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
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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
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Backtesting and estimation error : value-at-risk overviolation rate
Tsafack, Georges; Cataldo, James M. - In: Empirical economics : a quarterly journal of the … 61 (2021) 3, pp. 1351-1396
Persistent link: https://www.econbiz.de/10012616952
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Optimal out-of-sample forecast evaluation under stationarity
Staněk, Filip - 2021
Persistent link: https://www.econbiz.de/10013163802
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Recovered errors and normal diagnostics in regression
Jensen, Donald R.; Ramirez, Donald E. - In: Metrika : international journal for theoretical and … 49 (1999) 2, pp. 107-119
Persistent link: https://www.econbiz.de/10001463421
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On the sampling performance of an inequality pre-test estimator of the regression error variance under LINEX loss
Geng, W. J.; Wan, Alan T. K. - In: Statistical papers 41 (2000) 4, pp. 453-472
Persistent link: https://www.econbiz.de/10001523634
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LM tests for the unbalanced nested panel data regression model with serially correlated errors
Baltagi, Badi H.; Song, Seuck-heun; Jung, Byoung Cheol - In: Annales d'économie et de statistique (2002), pp. 219-268
Persistent link: https://www.econbiz.de/10001673363
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Sharp threshold based on sup-norm error rates in high-dimensional models
Callot, Laurent; Caner, Mehmet; Kock, Anders Bredahl; … - 2015
Persistent link: https://www.econbiz.de/10011516996
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Asset Allocation und Prognoseunsicherheit : Die Berücksichtigung von Schätzfehlern in der strategischen und taktischen Asset Allocation
Herold, Ulf - 2004 - 1. Aufl.
Persistent link: https://www.econbiz.de/10001916089