Datasets

• 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