Reality Checks and Comparisons of Nested Predictive Models

By Todd E. Clark, Michael W. McCracken. 2012

69 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/0f002ec701305203af20e60853acce70d0491a43

Citations in the corpus

• Multi-Horizon Forecast Comparison (2019, unknown): “This is in contrast to the literature set out by West (1996), and greatly expanded on by amongst others Clark and McCracken (2005, 2012) and Clark and West (2007), whose aim is to use the forecasts to learn something about population-level predictive ability; accuracy of forecasts at the population…”