Bias correction and out-of-sample forecast accuracy
نویسندگان
چکیده
منابع مشابه
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Out-of-sample tests of forecast performance depend on how a given data set is split into estimation and evaluation periods, yet no guidance exists on how to choose the split point. Empirical forecast evaluation results can therefore be difficult to interpret, particularly when several values of the split point might have been considered. When the sample split is viewed as a choice variable, rat...
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ژورنال
عنوان ژورنال: International Journal of Forecasting
سال: 2012
ISSN: 0169-2070
DOI: 10.1016/j.ijforecast.2012.02.009