Are Some Forecasters Really Better than Others? A Note*
使用自助法检验美国专业预测者调查中所有预测者能力相等的原假设，在考虑预测误差的横截面和序列相关后，发现有些人确实比其他人更优秀，这与D'Agostino等人（2012）的结论相反。
Abstract In this paper, we use bootstrap approach to test the null hypothesis that all forecasters in the U.S. Surveys of Professional Forecasters (SPF) have equal ability. Our bootstrap procedure captures any potential cross‐sectional and serial correlation in the forecast errors while preserving the unbalanced nature of the panel data. Once we account for the presence of cross‐sectional and serial correlation in the forecast errors while resampling, we find convincing evidence that some individuals really are better than others—this is in sharp contrast to the findings of D'Agostino et al. (2012).