Comparing probability forecasts derived from theoretical distributions
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- Joutz, Frederick & Trost, Robert, 1992. "Using stochastic simulation to test the effect of seasonal adjustment on forecast standard errors of motor gasoline demand," International Journal of Forecasting, Elsevier, vol. 8(2), pages 219-231, October.
- Ray C. Fair, 1978.
"Estimating the Expected Predictive Accuracy of Econometric Models,"
Cowles Foundation Discussion Papers
480, Cowles Foundation for Research in Economics, Yale University.
- Fair, Ray C, 1980. "Estimating the Expected Predictive Accuracy of Econometric Models," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 21(2), pages 355-78, June.
- Makridakis, Spyros & Hibon, Michele & Lusk, Ed & Belhadjali, Moncef, 1987. "Confidence intervals: An empirical investigation of the series in the M-competition," International Journal of Forecasting, Elsevier, vol. 3(3-4), pages 489-508.
- James E. Matheson & Robert L. Winkler, 1976. "Scoring Rules for Continuous Probability Distributions," Management Science, INFORMS, vol. 22(10), pages 1087-1096, June.
- Veall, Michael R, 1987. "Bootstrapping the Probability Distribution of Peak Electricity Demand," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 28(1), pages 203-12, February.
- John M. Liittschwager, 1971. "Mathematical Models for Public Utility Rate Revisions," Management Science, INFORMS, vol. 17(6), pages B339-B353, February.
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