On comparing multi-horizon forecasts

DOI10.1016/j.econlet.2006.04.010zbMath1255.62295OpenAlexW2004688314MaRDI QIDQ1929459

Carlos Capistrán

Publication date: 8 January 2013

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2006.04.010

zbMATH Keywords

evaluating forecastsforecasting practice

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Hypothesis testing in multivariate analysis (62H15)

Related Items (1)

Joint forecasts of Dow Jones stocks under general multivariate loss function

Cites Work

• Unnamed Item
• Asymptotic Inference about Predictive Ability

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