Número:
825
Publicado:
Clasificación JEL:
C53, C12, C14
Palabras clave:
Forecast Evaluation, Stochastic Order, Multiple Comparison
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Lukas Delgado-Prieto, Andrea Sofía Otero-Cortés, Andrés Calderón
Julián Andrés Parra-Polanía, Carmiña Ofelia Vargas-Riaño
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