Forecast Comparison Tests is a statistical methodology used in forecast evaluation to systematically assess and differentiate the relative accuracy or performance of two or more competing forecasts according to predefined loss functions or evaluation criteria.
91
Publications
6.3K
Citations
153
Authors
114
Institutions
Publications per year
2017–2026
15
Parents
Publications
91
Forecast comparisons in unstable environments
Raffaella Giacomini, Barbara Rossi · Journal of Applied Econometrics · 2010 · 462 citations
1–5 of 91
Authors
153
- TE
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- MW
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- RG
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3
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- AT
3
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1–5 of 153
Institutions
114
Federal Reserve Bank of Cleveland
Cleveland, United States
6 h-index
6 publications
152 citations
Federal Reserve Bank of St. Louis
St Louis, United States
5 h-index
5 publications
140 citations
Duke University
Durham, United States
4 h-index
5 publications
1.1K citations
University of California San Diego
San Diego, United States
3 h-index
3 publications
106 citations
Aarhus University
Aarhus, Denmark
3 h-index
5 publications
314 citations
University of Pennsylvania
Philadelphia, United States
3 h-index
3 publications
544 citations
University of Padua
Padua, Italy
3 h-index
3 publications
137 citations
International Monetary Fund
Washington D.C., United States
2 h-index
2 publications
66 citations
1–8 of 114
Venues
- SSRN Electronic Journal
Repository · 13 publications · 361 citations
11
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- Journal of Business and Economic Statistics
JBES · 6 publications · 1.7K citations
6
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- Journal of Forecasting
5 publications · 133 citations
5
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- Monthly Weather Review
5 publications · 649 citations
5
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- International Journal of Forecasting
4 publications · 161 citations
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