谁的预测更准确?

Who Forecasts Better?

Journal of Business & Economic Statistics · 1987
被引 40
人大 AABS 4

中文导读

提出应将预测评估的重点从寻找“最佳”预测者转向识别“更好”的预测者,并开发了一种新方法,结果表明可以识别出“更好”的预测者。

Abstract

This article suggests that the emphasis on forecast evaluations should be redirected from searching for "best" forecasters to finding those who are "better." A new methodology is developed, and the results indicate that it is possible to identify "better" forecasters.

预测评估预测者识别方法论改进