Conditional Superior Predictive Ability

DOI10.1093/RESTUD/RDAB039OpenAlexW3173993220MaRDI QIDQ5064551

Zhipeng Liao, Jia Li, Rogier Quaedvlieg

Publication date: 16 March 2022

Published in: The Review of Economic Studies (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/restud/rdab039

zbMATH Keywords

inflationvolatilitymachine learningforecast evaluationconditional moment inequalityintersection bounds

Mathematics Subject Classification ID

Statistics (62-XX)

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