Assessing Point Forecast Accuracy by Stochastic Error Distance
收藏NBER2016-08-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w22516
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资源简介：
We propose point forecast accuracy measures based directly on distance of the forecast-error c.d.f. from the unit step function at 0 ("stochastic error distance," or SED). We provide a precise characterization of the relationship between SED and standard predictive loss functions, and we show that
提供机构：
美国国家经济研究局
创建时间：
2016-08-01
