Evaluating forecast performance with state dependence
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Publication:6090570
DOI10.1016/j.jeconom.2021.07.015OpenAlexW4205314549MaRDI QIDQ6090570
Tatevik Sekhposyan, Florens Odendahl, Barbara Rossi
Publication date: 17 November 2023
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2021.07.015
forecast evaluationstate dependencemoment-based testspredictive ability testingpockets of predictability
Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)
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Cites Work
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