Forecast Evaluations for Multiple Time Series: A Generalized Theil Decomposition
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References listed on IDEAS
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- Bentour, El Mostafa, 2015. "A ranking of VAR and structural models in forecasting," MPRA Paper 61502, University Library of Munich, Germany.
More about this item
KeywordsForecast comparisons; average predictive ordinate criterion APOC; MSE matrix and multivariate predictions; multivariate and alternative Theil decomposition;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2013-05-22 (All new papers)
- NEP-ECM-2013-05-22 (Econometrics)
- NEP-ETS-2013-05-22 (Econometric Time Series)
- NEP-FOR-2013-05-22 (Forecasting)
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