Robust model rankings of forecasting performance
Version 2 2024-06-03, 12:46
Version 1 2018-06-05, 20:28
journal contribution
posted on 2024-06-03, 12:46 authored by Prasad BhattacharyaPrasad Bhattacharya, DD ThomakosRobust model rankings of forecasting performance
History
Journal
Journal of ForecastingVolume
37Pagination
676-690Location
Chichester, Eng.ISSN
0277-6693eISSN
1099-131XLanguage
EnglishPublication classification
C Journal article, C1 Refereed article in a scholarly journalCopyright notice
2018, John Wiley & Sons, Ltd.Issue
6Publisher
WILEYUsage metrics
Keywords
Social SciencesEconomicsManagementBusiness & Economicsexchange rate forecastinginflation forecastingmodel averagingmodel rankingrobustnessrolling windowEXCHANGE-RATE MODELSPREDICTIVE ABILITYSAMPLECOMBINATIONFUNDAMENTALSINFLATIONSELECTIONACCURACYWINDOWBREAKSDepartment of Economics3801 Applied economics
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