Asymptotic Variance of Brier (Skill) Score in the Presence of Serial Correlation
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- Lahiri, Kajal & Yang, Liu, 2016. "Asymptotic variance of Brier (skill) score in the presence of serial correlation," Economics Letters, Elsevier, vol. 141(C), pages 125-129.
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Cited by:
- Lahiri, Kajal & Yang, Liu, 2016.
"Asymptotic variance of Brier (skill) score in the presence of serial correlation,"
Economics Letters, Elsevier, vol. 141(C), pages 125-129.
- Kajal Lahiri & Liu Yang, 2015. "Asymptotic Variance of Brier (Skill) Score in the Presence of Serial Correlation," CESifo Working Paper Series 5290, CESifo.
- Kajal Lahiri & Liu Yang, 2023. "Predicting binary outcomes based on the pair-copula construction," Empirical Economics, Springer, vol. 64(6), pages 3089-3119, June.
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More about this item
Keywords
probability forecasts; serial correlation; Brier score; Brier skill score; survey of professional forecasters;All these keywords.
JEL classification:
- C01 - Mathematical and Quantitative Methods - - General - - - Econometrics
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
Statistics
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