Dataset - ZBW Journal Data Archive

Valentina Corradi
;
Sainan Jin
;
Norman R. Swanson

Robust Forecast Superiority Testing with an Application to Assessing Pools of...

We develop a forecast superiority testing methodology which is robust to the choice of loss function. Following Jin, Corradi and Swanson (JCS: 2017), we rely on a mapping...

DOI:10.15456/jae.2023004.1604544168
- .xlsx
- .pdf

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