OpenAlex
Comparing Predictive Accuracy
Work
Year: 1995
Type: article
Abstract: We propose and evaluate explicit tests of the null hypothesis of no difference in the accuracy of two competing forecasts. In contrast to previously developed tests, a wide variety of accuracy measure... more
Source: Journal of Business and Economic Statistics
Authors Francis X. Diebold, Roberto S. Mariano
Institutions University of Pennsylvania, National Bureau of Economic Research
Cites: 35
Cited by: 3,887
Related to: 10
FWCI: 7.086
Citation percentile (by year/subfield): 97.06
Topic: Forecasting Techniques and Applications
Subfield: Management Science and Operations Research
Field: Decision Sciences
Domain: Social Sciences
Open Access status: green