Forecast Evaluation

Kenneth West ()

Chapter 03 in Handbook of Economic Forecasting, 2006, vol. 1, pp 99-134 from Elsevier

Abstract: This chapter summarizes recent literature on asymptotic inference about forecasts. Both analytical and simulation based methods are discussed. The emphasis is on techniques applicable when the number of competing models is small. Techniques applicable when a large number of models is compared to a benchmark are also briefly discussed.

JEL-codes: B0 (search for similar items in EconPapers)
Date: 2006
ISBN: 0-444-51395-7
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (97)

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