Significance tests harm progress in forecasting
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Bibliographic InfoArticle provided by Elsevier in its journal International Journal of Forecasting.
Volume (Year): 23 (2007)
Issue (Month): 2 ()
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Web page: http://www.elsevier.com/locate/ijforecast
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- Deirdre N. McCloskey & Stephen T. Ziliak, 1996. "The Standard Error of Regressions," Journal of Economic Literature, American Economic Association, vol. 34(1), pages 97-114, March.
- Goodwin, Paul & Lawton, Richard, 2003. "Debiasing forecasts: how useful is the unbiasedness test?," International Journal of Forecasting, Elsevier, vol. 19(3), pages 467-475.
- Koning, Alex J. & Franses, Philip Hans & Hibon, Michele & Stekler, H.O., 2005. "The M3 competition: Statistical tests of the results," International Journal of Forecasting, Elsevier, vol. 21(3), pages 397-409.
- Makridakis, Spyros & Hibon, Michele, 2000. "The M3-Competition: results, conclusions and implications," International Journal of Forecasting, Elsevier, vol. 16(4), pages 451-476.
- Armstrong, J. Scott & Collopy, Fred, 1992. "Error measures for generalizing about forecasting methods: Empirical comparisons," International Journal of Forecasting, Elsevier, vol. 8(1), pages 69-80, June.
- Wright, Malcolm & Armstrong, J. Scott, 2007. "Verification of Citations: Fawlty Towers of Knowledge?," MPRA Paper 4149, University Library of Munich, Germany.
- Armstrong, J. Scott, 2006. "Findings from evidence-based forecasting: Methods for reducing forecast error," International Journal of Forecasting, Elsevier, vol. 22(3), pages 583-598.
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