MCpower_onetime.m
Creators:
Raffaella Giacomini
;
Barbara Rossi
From the dataset abstract
We propose new methods for comparing the out-of-sample forecasting performance of two competing models in the presence of possible instabilities. The main idea is to develop a measure of...
Source: Forecast comparisons in unstable environments (replication data)
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Metadata
| Field | Value |
|---|---|
| Format | application/vnd.wolfram.mathematica.package |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/0c47c45d-5f9b-4637-883a-7e5ca80e931a/resource/f7e10b5f-7a6b-4e45-8505-6489054c5026/download/mcpower_onetime.m |
| Last updated | November 15, 2022 |
| Created | November 15, 2022 |
