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Comparing probability forecasts derived from theoretical distributions

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  • Allen, P. Geoffrey
  • Morzuch, Bernard J.

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  • Allen, P. Geoffrey & Morzuch, Bernard J., 1995. "Comparing probability forecasts derived from theoretical distributions," International Journal of Forecasting, Elsevier, vol. 11(1), pages 147-157, March.
    • Handle: RePEc:eee:intfor:v:11:y:1995:i:1:p:147-157
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    References listed on IDEAS

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    1. James E. Matheson & Robert L. Winkler, 1976. "Scoring Rules for Continuous Probability Distributions," Management Science, INFORMS, vol. 22(10), pages 1087-1096, June.
    2. Makridakis, Spyros & Hibon, Michele & Lusk, Ed & Belhadjali, Moncef, 1987. "Confidence intervals: An empirical investigation of the series in the M-competition," International Journal of Forecasting, Elsevier, vol. 3(3-4), pages 489-508.
    3. Veall, Michael R, 1987. "Bootstrapping the Probability Distribution of Peak Electricity Demand," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 28(1), pages 203-212, February.
    4. Fair, Ray C, 1980. "Estimating the Expected Predictive Accuracy of Econometric Models," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 21(2), pages 355-378, June.
    5. Everette S. Gardner, Jr., 1988. "A Simple Method of Computing Prediction Intervals for Time Series Forecasts," Management Science, INFORMS, vol. 34(4), pages 541-546, April.
    6. Joutz, Frederick & Trost, Robert, 1992. "Using stochastic simulation to test the effect of seasonal adjustment on forecast standard errors of motor gasoline demand," International Journal of Forecasting, Elsevier, vol. 8(2), pages 219-231, October.
    7. John M. Liittschwager, 1971. "Mathematical Models for Public Utility Rate Revisions," Management Science, INFORMS, vol. 17(6), pages 339-353, February.
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    Cited by:

    1. Abramson, Bruce & Clemen, Robert, 1995. "Probability forecasting," International Journal of Forecasting, Elsevier, vol. 11(1), pages 1-4, March.

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