Forecast Evaluations for Multiple Time Series: A Generalized Theil Decomposition
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- Bentour, El Mostafa, 2015. "A ranking of VAR and structural models in forecasting," MPRA Paper 61502, University Library of Munich, Germany.
- Aleksander Grechuta, 2018. "Porównanie trafności jednorocznych prognoz polskiej koniunktury sporządzanych przez krajowe i międzynarodowe instytucje ekonomiczne," Bank i Kredyt, Narodowy Bank Polski, vol. 49(1), pages 63-92.
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More about this item
Keywords
Forecast comparisons; average predictive ordinate criterion APOC; MSE matrix and multivariate predictions; multivariate and alternative Theil decomposition;All these keywords.
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2013-05-22 (Econometrics)
- NEP-ETS-2013-05-22 (Econometric Time Series)
- NEP-FOR-2013-05-22 (Forecasting)
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