Borradores de Economia
Número:
825
Publicado:
Clasificación JEL:
C53, C12, C14
Palabras clave:
Forecast Evaluation, Stochastic Order, Multiple Comparison
Lo más reciente
Aarón Levi Garavito-Acosta, Wilmer Martinez-Rivera, Camilo González-Sabogal, Johanna Barbosa-Buitrago, Nathaly Vergel-Serrano
Zhibiao Zhao, Manuel Darío Hernández-Bejarano
Nicol Valeria Rodríguez-Rodríguez, Sebastián Quintero-Uribe, Johanna Barbosa-Buitrago
We propose to assess the performance of k forecast procedures by exploring the distributions of forecast errors and error losses. We argue that non systematic forecast errors minimize when their distributions are symmetric and unimodal, and that forecast