Testing forecasting model versatility

C-Tier
Journal: Economics Letters
Year: 2012
Volume: 117
Issue: 3
Pages: 803-806

Score contribution per author:

1.005 = (α=2.01 / 1 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

A new method of assessing the comparative quality of forecasting models is introduced. This method focuses on the quality of forecasting models over a set of series (cf. the traditionally adopted series-by-series approach)–with a forecasting model that produces good forecasts over a series set described as versatile.

Technical Details

RePEc Handle
repec:eee:ecolet:v:117:y:2012:i:3:p:803-806
Journal Field
General
Author Count
1
Added to Database
2026-01-29