Borradores de Economia
Número:
825
Publicado:
Clasificación JEL:
C53, C12, C14
Palabras clave:
Forecast Evaluation, Stochastic Order, Multiple Comparison
Lo más reciente
Jhorland Ayala-García, Yesica Tatiana Lara-Silva, Alejandro Alberto Vargas-Villamil, Lina Romero-Chaparro
Jesús Alonso Botero-García, Ligia Alba Melo-Becerra, Cristian Castrillón Gaviria, Daniela Gallo
Hernando Vargas-Herrera
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