Regression-Based Tests of Predictive Ability
نویسندگان
چکیده
منابع مشابه
Tests of conditional predictive ability
We propose a framework for out-of-sample predictive ability testing and forecast selection designed for use in the realistic situation in which the forecasting model is possibly misspecified, due to unmodeled dynamics, unmodeled heterogeneity, incorrect functional form, or any combination of these. Relative to the existing literature (Diebold and Mariano (1995) and West (1996)), we introduce tw...
متن کاملTests of Equal Predictive Ability with Real-Time Data
This paper examines the asymptotic and finite-sample properties of tests of equal forecast accuracy applied to direct, multi–step predictions from both non-nested and nested linear regression models. In contrast to earlier work in the literature, our asymptotics take account of the real-time, revised nature of the data. Monte Carlo simulations indicate that our asymptotic approximations yield r...
متن کاملIn-Sample Tests of Predictive Ability: A New Approach
This paper presents analytical, Monte Carlo, and empirical evidence linking insample tests of predictive content and out-of-sample forecast accuracy. Our approach focuses on the negative effect that finite-sample estimation error has on forecast accuracy despite the presence of significant population-level predictive content. Specifically, we derive simple-to-use in-sample tests that test not o...
متن کاملthe washback effect of discretepoint vs. integrative tests on the retention of content in knowledge tests
در این پایان نامه تاثیر دو نوع تست جزیی نگر و کلی نگر بر به یادسپاری محتوا ارزیابی شده که نتایج نشان دهندهکارایی تستهای کلی نگر بیشتر از سایر آزمونها است
15 صفحه اولPredicting the Grouting Ability of Sandy Soils by Artificial Neural Networks Based On Experimental Tests
In this paper, the grouting ability of sandy soils is investigated by artificial neural networks based on the results of chemical grout injection tests. In order to evaluate the soil grouting potential, experimental samples were prepared and then injected. The sand samples with three different particle sizes (medium, fine, and silty) and three relative densities (%30, %50, and %90) were injecte...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: International Economic Review
سال: 1998
ISSN: 0020-6598
DOI: 10.2307/2527340