所有预测者都是平等的

All Forecasters Are Equal

Journal of Business & Economic Statistics · 1990
被引 49
人大 AABS 4

中文导读

重新检验了Stekler(1987)关于美国经济预测者表现不等的结论,发现其基于错误的检验统计量;使用更合适的检验后,预测者准确性排名差异不显著,可能只是抽样误差的结果。

Abstract

From an analysis of the track records of U.S. economic forecasters, Stekler (1987) concluded that "all forecasters are not equal" (p. 158). This article shows that his result is based on an incorrectly defined test statistic. When a more appropriate test is conducted, the figures suggest that accuracy rankings are not significantly different from those that might be expected as a result of sampling error in a population of equally accurate forecasters.

经济预测准确性预测者排名统计检验方法