Assessing point forecast accuracy by stochastic loss distance

DOI10.1016/J.ECONLET.2015.02.018zbMath1321.91103OpenAlexW2288719534MaRDI QIDQ500526

Minchul Shin, Francis X. Diebold

Publication date: 5 October 2015

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

Full work available at URL: https://doi.org/10.1016/j.econlet.2015.02.018

zbMATH Keywords

expected lossquadratic lossforecast evaluationabsolute-error lossforecast rankingsquared-error loss

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Statistical methods; economic indices and measures (91B82)

Related Items (3)

ROBUST FORECAST COMPARISON ⋮ Assessing point forecast accuracy by stochastic loss distance ⋮ Econometric Reviews honors Esfandiar Maasoumi

Cites Work

• Assessing point forecast accuracy by stochastic loss distance
• Nonparametric and semiparametric regressions subject to monotonicity constraints: estimation and forecasting
• Consistent Testing for Stochastic Dominance under General Sampling Schemes

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