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absolute percentage error (MAPE), symmetric mean absolute percentage error (sMAPE), and Shannon entropy (SE), clearly …
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significantly from normality. Even though the Shannon entropy is more inclusive of different facets of a forecast density, we find …
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three methods: descriptive error statistics, signal-to-noise ratios and entropy measures. Our results document a trend of …, Euro area signal-noise-ratios and entropy measures are correlated with popular uncertainty proxies, Euro area news …
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This paper begins an exploration to determine whether earnings growth, as a measure of the propensity to invest in human capital, is a valuable variable for predicting mortality. To insure its robustness and general applicability to ongoing Social Security models, the usefulness of earnings...
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