Testing for the usefulness of forecasts

DOI10.1002/FOR.1180zbMath1219.91109OpenAlexW2070240570MaRDI QIDQ3088164

Eric S. Lin, Ping-Hung Chou, Ta-Sheng Chou

Publication date: 19 August 2011

Published in: Journal of Forecasting (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/for.1180

zbMATH Keywords

Bayesian analysishypothesis testingGibbs samplingMSE

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82)

Cites Work

• Bootstrapping heteroskedastic regression models: wild bootstrap vs. pairs bootstrap
• Tests for Parameter Instability and Structural Change With Unknown Change Point
• Tests of Equality Between Sets of Coefficients in Two Linear Regressions
• A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
• Tests of Equality between Sets of Coefficients in Two Linear Regressions when Disturbance Variances are Unequal
• Using simulation methods for bayesian econometric models: inference, development,and communication
• The Stationary Bootstrap

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