IDEAS home Printed from https://ideas.repec.org/a/eee/intfor/v7y1992i4p435-455.html
   My bibliography  Save this article

Diagnostic verification of probability forecasts

Author

Listed:
  • Murphy, Allan H.
  • Winkler, Robert L.

Abstract

No abstract is available for this item.

Suggested Citation

  • Murphy, Allan H. & Winkler, Robert L., 1992. "Diagnostic verification of probability forecasts," International Journal of Forecasting, Elsevier, vol. 7(4), pages 435-455, March.
  • Handle: RePEc:eee:intfor:v:7:y:1992:i:4:p:435-455
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/0169-2070(92)90028-8
    Download Restriction: Full text for ScienceDirect subscribers only

    As the access to this document is restricted, you may want to search for a different version of it.

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. A. Dawid & M. DeGroot & J. Mortera & R. Cooke & S. French & C. Genest & M. Schervish & D. Lindley & K. McConway & R. Winkler, 1995. "Coherent combination of experts' opinions," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 4(2), pages 263-313, December.
    2. Francis X. Diebold & Jose A. Lopez, 1995. "Forecast evaluation and combination," Research Paper 9525, Federal Reserve Bank of New York.
    3. R. Winkler & Javier Muñoz & José Cervera & José Bernardo & Gail Blattenberger & Joseph Kadane & Dennis Lindley & Allan Murphy & Robert Oliver & David Ríos-Insua, 1996. "Scoring rules and the evaluation of probabilities," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 5(1), pages 1-60, June.
    4. Jain, Kriti & Bearden, J. Neil & Filipowicz, Allan, 2013. "Depression and forecast accuracy: Evidence from the 2010 FIFA World Cup," International Journal of Forecasting, Elsevier, vol. 29(1), pages 69-79.
    5. Kajal Lahiri & J. George Wang, 2007. "The value of probability forecasts as predictors of cyclical downturns," Applied Economics Letters, Taylor & Francis Journals, vol. 14(1), pages 11-14.
    6. Lahiri, Kajal & Wang, J. George, 2013. "Evaluating probability forecasts for GDP declines using alternative methodologies," International Journal of Forecasting, Elsevier, vol. 29(1), pages 175-190.
    7. Clemen, Robert T. & Murphy, Allan H. & Winkler, Robert L., 1995. "Screening probability forecasts: contrasts between choosing and combining," International Journal of Forecasting, Elsevier, vol. 11(1), pages 133-145, March.
    8. Martin Kukuk & Michael Rönnberg, 2013. "Corporate credit default models: a mixed logit approach," Review of Quantitative Finance and Accounting, Springer, vol. 40(3), pages 467-483, April.
    9. Roopesh Ranjan & Tilmann Gneiting, 2010. "Combining probability forecasts," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 72(1), pages 71-91.
    10. Hanea, A.M. & McBride, M.F. & Burgman, M.A. & Wintle, B.C. & Fidler, F. & Flander, L. & Twardy, C.R. & Manning, B. & Mascaro, S., 2017. "I nvestigate D iscuss E stimate A ggregate for structured expert judgement," International Journal of Forecasting, Elsevier, vol. 33(1), pages 267-279.
    11. D. Johnstone, 2007. "The Value of a Probability Forecast from Portfolio Theory," Theory and Decision, Springer, vol. 63(2), pages 153-203, September.
    12. Wolfgang Härdle & Zdeněk Hlávka & Gerhard Stahl, 2006. "On the appropriateness of inappropriate VaR models," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 90(2), pages 273-297, June.
    13. Abramson, Bruce & Brown, John & Edwards, Ward & Murphy, Allan & Winkler, Robert L., 1996. "Hailfinder: A Bayesian system for forecasting severe weather," International Journal of Forecasting, Elsevier, vol. 12(1), pages 57-71, March.
    14. Geoff Kenny & Thomas Kostka & Federico Masera, 2015. "Can Macroeconomists Forecast Risk? Event-Based Evidence from the Euro-Area SPF," International Journal of Central Banking, International Journal of Central Banking, vol. 11(4), pages 1-46, December.
    15. Clements, Michael P., 2008. "Consensus and uncertainty: Using forecast probabilities of output declines," International Journal of Forecasting, Elsevier, vol. 24(1), pages 76-86.
    16. Yates, J. Frank & Price, Paul C. & Lee, Ju-Whei & Ramirez, James, 1996. "Good probabilistic forecasters: The 'consumer's' perspective," International Journal of Forecasting, Elsevier, vol. 12(1), pages 41-56, March.
    17. Wilkie-Thomson, Mary E. & Onkal-Atay, Dilek & Pollock, Andrew C., 1997. "Currency forecasting: an investigation of extrapolative judgement," International Journal of Forecasting, Elsevier, vol. 13(4), pages 509-526, December.
    18. Lawrence, Michael & Goodwin, Paul & O'Connor, Marcus & Onkal, Dilek, 2006. "Judgmental forecasting: A review of progress over the last 25 years," International Journal of Forecasting, Elsevier, vol. 22(3), pages 493-518.
    19. JS Armstrong & Robert Fildes, 2004. "Correspondence On the Selection of Error Measures for Comparisons Among Forecasting Methods," General Economics and Teaching 0412002, EconWPA.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:intfor:v:7:y:1992:i:4:p:435-455. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Dana Niculescu). General contact details of provider: http://www.elsevier.com/locate/ijforecast .

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.