Predicting the signs of forecast errors
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Blog mentionsAs found by EconAcademics.org, the blog aggregator for Economics research:
- Copying It's not Just for Students any More
by Robert in Robert's Stochastic Thoughts on 2014-08-12 17:17:00
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- Bergmeir, Christoph & Costantini, Mauro & Benítez, José M., 2014. "On the usefulness of cross-validation for directional forecast evaluation," Computational Statistics & Data Analysis, Elsevier, vol. 76(C), pages 132-143.
More about this item
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- E47 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Forecasting and Simulation: Models and Applications
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