In-sample tests of predictive ability: A new approach

A-Tier
Journal: Journal of Econometrics
Year: 2012
Volume: 170
Issue: 1
Pages: 1-14

Authors (2)

Score contribution per author:

2.011 = (α=2.01 / 2 authors) × 2.0x A-tier

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

Abstract

This paper presents evidence linking in-sample tests of predictive content and out-of-sample forecast accuracy. Our approach focuses on the negative effect that finite-sample estimation error has on forecast accuracy despite the presence of significant population-level predictive content. We derive in-sample tests that assess whether a variable has predictive content and whether this content is estimated precisely enough to improve forecast accuracy. Our tests are asymptotically non-central chi-square or non-central normal. We provide a convenient bootstrap for computing critical values. In Monte Carlo and empirical analysis, we examine the effectiveness of our testing procedure.

Technical Details

RePEc Handle
repec:eee:econom:v:170:y:2012:i:1:p:1-14
Journal Field
Econometrics
Author Count
2
Added to Database
2026-01-25