Analyzing fixed-event forecast revisions
نویسندگان
چکیده
منابع مشابه
Density forecast revisions and forecast efficiency
We explain that revisions to successive density forecasts of the same outcome, as measured by the Kullback-Leibler Information Criterion, need not be unpredictable, unlike those to conditional mean forecasts, even when the forecaster uses information efficiently. However one can still test the efficiency of fixed-event conditional density forecasts, similarly to conditional mean forecasts, by t...
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ژورنال
عنوان ژورنال: International Journal of Forecasting
سال: 2013
ISSN: 0169-2070
DOI: 10.1016/j.ijforecast.2013.04.002